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Operational and Integrated Risk Actuarial Science

Our operational risk actuarial science experts measure, manage, and mitigate operational risk in order to estimate economic capital needs, allocate risk-based capital, manage and mitigate liquidity risk, manage model risk, back-test Value-at-Risk models, run stress testing, and implement the Basel regulations—one of the major international regulatory frameworks relevant to risk managers today


  • Calculating and Applying Risk-Adjusted Return On Capital (RAROC)

  • Managing and Mitigating Liquidity Risk (LVaR, LaR and CFaR)

  • Managing Model Risk

  • Enterprise Risk Management (ERM)

  • Estimating Economic Capital and Operational VaR

  • Building Risk Appetite Frameworks

  • Regulation and the Basel Accords (Minimum Capital Requirements, Methods for Calculating Credit, Market, and Operational Risk, Liquidity Risk Management, Stress testing, Revisions to the Basel II Accord, The Basel III Framework and Comparing Basel II/III to Solvency II)

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