Extending risk-adjusted performance metrics to take into account real-world investment returns
Allianz's Thomas Wilson re-examines how firms measure the value of capital-intensive products
Sponsored survey analysis: SunGard
Insurers are using the delays to Solvency II to improve their economic capital models
European insurers are refining their internal economic capital models as regulators’ efforts to define statutory solvency requirements grind to a standstill. Louie Woodall reports
Firms look to make model outputs publicly available to test investor response to future Solvency II requirements
Insurance Risk Solvency II Solutions Guide 2012/13
Ineffective use of economic capital frameworks 'could obscure true risk profile of firm'
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Economic capital models
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Recently, many have come forward to ask me what is going on within JP Morgan Chase's risk management division. Over the past year, a number of people have left the operational risk team, both at the corporate and business unit levels. Risk executives in…