Technical papers / Insurance Risk
The case for targeting core rather than headline inflation for long-term hedgers
A universal law for optimally dealing with proportional transaction costs
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Technical papers / Insurance Risk articles
Portfolio construction and systematic trading with factor entropy pooling
Defined benefit pension strategy with stochastic volatility
Impact-adjusted valuation and the criticality of leverage
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.