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Nottingham University Business School (NUBS)
Stochastic mortality, CBD-Perks models, Lee-Carter models, age effect, period effect, cohort effect, maximum likelihood, Bayes Information Criterion, robustness
market risk, risk reporting, world's top banks, accounting harmonisation
banking, value-at -risk, disclosure, risk reporting
credit crunch, financial crisis, bank bailouts, financial regulation, Financial Services Authority, bank regulation, monetary policy, central banks, Federal Reserve, Fannie Mae, Freddie Mac, Community Reinvestment Act, Bank of England, Alan Greenspan
defined contribution, default funds, asset allocation, lifecycle investing
Stochastic mortality model, cohort erect, fan charts, model risk, fore-casting, model selection criteria
Stochastic mortality models, Short-rate models, Market models, Cohort effect, SCOR
Credit crunch, auditors, fair value, bank auditing, auditing expectations, audit research
spectral risk measures, risk aversion functions, exponential utility
pension schemes, defined contribution, default funds, strategic asset allocation, lifestyle profile, stochastic simulation
retirement saving, defined contribution, stochastic simulation
backtesting, forecasting performance, mortality models
non-parametric, futures, risk measures
core inflation, wavelets, trend inflation, inflation prediction
limit orders, market orders, seasonality
longevity risk, interest-rate risk, annuity prices, Taylor series
Spectral risk measures, Expected Shortfall, Value at Risk, GARCH
Value at Risk, Expected Shortfall, Spectral Risk Measures, Moments
goodness of fit, mortality models
Spectral risk measures, Expected Shortfall, Value at Risk, Extreme Value
coherent risk measures, spectral risk measures, exponential utility
limit orders, market orders, tail risks
Agricultural financial risk, Spectral risk measures, Expected Shortfall
mortality, fan charts, longevity risk, parameter risk
Defined Benefit Pension Schemes, Funding, Government Insurance Schemes
Baby boom; Cohort–births–deaths exposures methodology; Convexity adjustment ratio; Deaths; Graphical diagnostics; Population data
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risk
Portfolio Management: Asset/Liability Management; Advocacy, Regulatory, and Legislative Issues: Advocacy Issues
Private Wealth Management, Asset Allocation, Portfolio Management, Other
