From Economic capital to ERM

Authors: Henny Verheugen, Servaas Houben

slides: From economic capital to ERM final

Publisher, publication date: Springschool, 2013-03


Presentation on the generation of scenario sets consisting of:

  • Scenario creation process
  • Risk identification
  • Data selection
  • Calibration
  • Aggregation and diversification
  • Validation

And connection to ERM:

  • Risk framework
  • Organisational design
  • Risk management system and cycles

About Servaas Houben

I am a Dutch actuary and worked in the Netherlands for the first 4 years of my career. Thereafter, I worked for 2 years in Dublin and 4 years in London. I am now heading the actuarial department of ENNIA in Curacao.
This entry was posted in Economic Capital, English, ERM, Presentations, Risk Management, Scenario creation. Bookmark the permalink.

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