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  #11  
Old 07-22-2014, 12:05 PM
UKbound UKbound is offline
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Quote:
Originally Posted by driwaki View Post
How do I calculate the Diversification Benefit? Is it the total minus Aggregate EC?
Yes
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  #12  
Old 08-01-2014, 10:16 AM
TheAppointedOne TheAppointedOne is offline
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I believe that's mentioned in Question 2.
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  #13  
Old 03-07-2015, 08:04 AM
GETIT2 GETIT2 is offline
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Do we have a time frame for the simulations? Is it all on a one year time horizon?
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  #14  
Old 07-24-2017, 06:38 PM
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I'm having the same issue, any help would be great!

Quote:
Originally Posted by ddcheng View Post
Hi there,

I know it's a long shot, but I still wanna ask if you have any advice on 6.3 which asks for our opinion on any deficit on this correlation matrix approach.
I can only think of one idea which can be solved by Copula method...and then I am out =.=

any comment is appreciated!!!
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  #15  
Old 08-30-2017, 09:51 PM
swimwithstyle04 swimwithstyle04 is offline
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I'm confused on task 6.4. The question implies that the risks with highest standalone capital won't be key drivers of EC, but I am getting credit risk to show the greatest impact to EC when set to 0. Credit risk is also the one with the highest standalone capital.

Is the question actually implying this or am I reading too much into it? I don't really know what to put down - I do have one risk (mortality) that is in the middle of the pack in terms of standalone capital, but low impact to aggregate EC.
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  #16  
Old 10-19-2017, 11:04 PM
shek3112 shek3112 is offline
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The question is implying the risk with "relatively" high standalone capital won't be the key drivers of EC. I think what they are trying to say is, a high standalone capital =/= key drivers, these 2 have to be analysed separately and shouldn't be mixed up.

On your question, yes, mortality is what turns out to be the one supporting the above statement.
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  #17  
Old 01-29-2019, 03:28 PM
davesned29 davesned29 is offline
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I found the article mentioned above helpful for the first part of 6.5, but has anyone found anything useful for the second risk? I've been stuck on this for way too long...
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  #18  
Old 12-20-2019, 05:46 PM
Kris10vee Kris10vee is offline
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Quote:
Originally Posted by davesned29 View Post
I found the article mentioned above helpful for the first part of 6.5, but has anyone found anything useful for the second risk? I've been stuck on this for way too long...
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