New asset classes like junk bonds and subprime mortgages initially promised high returns without too much risk. Many investors were surprised to find that the risk premium was insufficient to provide for actual losses when they came. Modelers need to adjust for incomplete investment cycles that include only the positive part (e.g., high spreads) but not the defaults and liquidity crises typical at the end of a cycle. By Max Rudolph
Regime Change - Scenarios
Interest Rate RIsk for Insurers
Dangerous Risks 2024: Return to Normal Concerns
RiskMaster Cheat Code
Water, Water Everywhere
Achieving Resilience
Using Risk Appetite: Contrarian Views
Regime Changes lead to New Normal
Leverage: The Flip Side of Risk Management
Climate Migration
Risk and Capital
Interactions between risks: Implications for building scenarios
Why Insurers Do ERM
After COVID
Six Futures for ERM
Super Volcano
Concentration
Cascadia Earthquake
Telling Your ERM Story to Rating Agency
Create your
podcast in
minutes
It is Free
The Commercial Edge: Unleash the Power of People
The emPOWERed Half Hour
HCI Leadership Revolution
Human Capital Leadership
The Power of Music Thinking
BusinessWISE
Business Wars