A fresh take on risk and valuation

Search

443 results:
101. Blog  
Finalyse take on risk-mitigation techniques and the regulatory requirements that they address.  
102. Blog - Video wallpaper  
Video wallpaper Finalyse take on risk-mitigation techniques and the regulatory requirements that they address.  
103. An introduction to the design and functionalities of Moody's AXIS  
Actuarial modelling plays a pivotal role in the decision-making processes of insurance and reinsurance companies, encompassing functions such as pricing, reserving, capital projections and…  
104. Insights from “QLBS: Q-Learner in the Black-Scholes (-Merton) Worlds”  
Explore this post (Halperin, 2020) dissecting the Black-Scholes model's flaw in assuming a perfect hedge. The article introduces a discrete model, sidestepping continuous rebalancing, and employs…  
105. Recalibration of IRRBB shocks  
"Explore the Basel Committee's latest public consultation on recalibrating shocks for interest rate risk in the banking book. Learn how recent banking turmoil has spurred a revaluation of global…  
106. Basel III: Finalising post-crisis reforms  
This is an extensive overview of most of the major changes to Basel II since its original publication. It focuses particularly on the changes brought about by the December 2017 release, especially on…  
107. IFRS 17 and its impact on the insurance sector  
This Expert input gives a basic overview of IFRS 17 and how it is going to be different from the current standards (IFRS 4). We note that there are some similarities between some of the aspects of…  
108. Low Default Portfolios: Modelling and Calibration Approaches  
The accurate estimation of the credit risk parameters is crucial for provisioning under IFRS9 and capital requirements (when using an IRB approach) as well as for setting up strategies for pricing,…  
109. Machine Learning in Risk Management  
This Expert input works as an overview of the basis of most available machine learning techniques and serves as a great stepping stone to get into the intricate world of ML. Whilst mostly written…  
110. Private Equity: is valuation fair?  
This Expert input concerns itself with the valuation of Private Equity, an intriguingly difficult topic, but also one well worth exploring, considering just how large a portion of the equity takes…  
Search results 101 until 110 of 443