Category Archives: Scenario creation

Financial regulations – past, current and future


Authors:  Servaas Houben Publisher, publication date: Good to Better, August 2021 Presentation on the past, current, and future developments in the insurance industry

Posted in Actuary, ALM, Banking, Behavioral finance, English, IFRS17, Investments, Presentations, Scenario creation, Solvency II | Leave a comment

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 … Continue reading

Posted in Economic Capital, English, ERM, Presentations, Risk Management, Scenario creation | Leave a comment

Stochastic scenario creation


Authors: Servaas Houben slides: Creating scenario sets 1 4 Publisher, publication date: Infoline, 2012-12 —————————————————————————————————————————— Presentation on the generation of scenario sets consisting of: Scenario creation process Risk identification Data selection Calibration Aggregation and diversification Validation

Posted in English, Presentations, Risk Management, Scenario creation | Leave a comment