A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice ‐ Abstract of the London discussion

2013 ◽  
Vol 18 (1) ◽  
pp. 235-256
Author(s):  
Neil Cantle

This abstract relates to the following paper:AllanN., CantleN., GodfreyP. and YinY.A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice.British Actuarial Journal, doi:10.1017/S135732171200030X

2013 ◽  
Vol 18 (1) ◽  
pp. 257-269
Author(s):  
Neil Cantle

This abstract relates to the following paper:AllanN., CantleN., GodfreyP. and YinY.A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice.British Actuarial Journal, doi:10.1017/S135732171200030X


2009 ◽  
pp. 4-14 ◽  
Author(s):  
G. Gref ◽  
K. Yudaeva

Problems in the financial sector were at the core of the current economic crisis. Therefore, economic recovery will only become sustainable after taking care of the major weaknesses in the financial sector. This conclusion is relevant both for the US and UK - the two countries where crisis has started, and for other economies which financial institutions turned out to be fragile in the face of the swings in the risk appetite. Russia is one of the countries where the crisis has revealed serious deficiency in the financial sector. Our study of 11 banking crises during the last 25-30 years shows that sustainable economic recovery and decrease in the dependence on commodity prices will be virtually impossible without cleaning of balance sheets and capitalization of the financial sector.


1990 ◽  
Vol 160 (7) ◽  
pp. 163-164
Author(s):  
Boris B. Kadomtsev
Keyword(s):  

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