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ERM Glossary: Additional technical terms helpful for ERM students

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Definitions of some additional terms relevant to Enterprise Risk Management (ERM) are:

 

-          Alternative Risk Transfer (ART)

-          AS/NZS 4360

-          Coefficient of tail dependence

-          Coherent risk measure

-          Copula

-          COSO ERM framework

-          Extreme value theory (EVT)

-          Gaussian random variables

-          ISO 31000

-          Probability of ruin

-          Residual risk

-          Risk model

-          Risk system

-          Securitisation

-          Tail correlation

-          Weighted average cost of capital (WACC)

 

Students may also sometimes need to refer to specific mathematical tools, e.g. Kendal’s tau for selecting between different copulas within particular Copula families. To search the Nematrian website for more information on a specific mathematical topic please use the Site Search facility at the top of any Nematrian website page.

 


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