Enterprise Risk Management Slides

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

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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

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

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