Advanced Search

Enter the criteria below to perform an advanced search. Entering more criteria narrows your search; entering less criteria broadens your search. To browse SOA content, visit Browse by Topic or Publication Browse.

Find results with ALL of the words:

Find results with the EXACT phrase:

Find results WITHOUT the words:

Find results by Date:

From To

Find results for a specific AUTHOR:

Enter at least 2 characters of the author's last name.

{{ results.start }} - {{ results.end }} of {{ results.hits }} Authors Found prev | next

	Author
Search	{{ authorName }}

1 - 1 of 1 results (0.17 seconds)

Sort By:

Living With Actuarial Black Swans—A Discussion With Nassim Nicholas Taleb

Living With Actuarial Black Swans—A Discussion With Nassim Nicholas Taleb Feature article discussing Nassim Taleb’s black swan theory. Taleb points out that banks keep their loans at full value ...
View Description

Description: Feature article discussing Nassim Taleb’s black swan theory. Taleb points out that banks keep their loans at full value - anchored to the book value of the loan. The solution to the problem is to use mark-to-market reporting and have volatility instead of having no volatility and then experiencing a Black Swan event.
Hide
- Authors: Benjamin Steward Wadsley
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Banking - Finance & Investments

Per Page:

Date

Content Type

Publication Name

Author

File Type

Site

Topic

Competency

Advanced Search

Living With Actuarial Black Swans—A Discussion With Nassim Nicholas Taleb