/


Measuring and managing market, credit and Op risk [15]

Go to: Summary | Previous | Next   
Bullet points include: Insurers commonly use 0.5% VaR with 1-year horizon (Solvency II), but VaR may be overly shareholder focused, see Appendix A

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series


Desktop view | Switch to Mobile