Document library
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- Author:
- Dwityapoetra Besar; Philip Booth; Ka Kai Chan; Alastair K L Milne; J Pickles
- Source:
- Sessional meeting paper
Systemic risk in financial services
The current banking crisis has reminded us of how risks materialising in one part of the financial system can have a widespread impact, affecting other financial markets and institutions and the broader economy. This paper, prepared on behalf of the ... read more >>
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- Author:
- J. Maher, J. Corrigan, A. Bentley and W. Diffey
- Source:
- Sessional research discussion paper
An executive's handbook for understanding and risk managing unit linked guarantees.
The focus of this paper is the identification, and more importantly, sustainable management, of risks embedded in guarantees attaching to unit linked savings and retirement contracts (as commonly referred to as GMxBs). In developing customer centric ... read more >>
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- Author:
- Richard Shaw; Andrew Smith; Grigory Spivak
- Source:
- Institute sessional meeting, 10 May 2010
Dependency workshop: Analysing dependent data. A case study of equity returns
Analysing Dependent Data A Case Study of Equity Returns 10 May 2010 Richard Shaw, Andrew Smith & Grigory Spivak Workshop Overview • Empirical analysis of non-linear dependence in UK and Danish stock market returns • Fitting copula functions • ... read more >>
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- Author:
- Andrew Hitchcox; Paul Klumpes; Kenneth McGaughey; Andrew Smith; Neil Taverner
- Source:
- Sessional meeting paper
ERM for insurance companies - adding the investor's point of view
A major outcome of ERM activities in insurance companies has been the bringing together of all of the key risks in the company, to be managed together in a holistic fashion. The authors of this paper believe that an ERM framework also needs to look beyond ... read more >>