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A Survey of Capital Allocation Metrics: Link Index
Articles in this series: Part I: Introduction >> Part II: Illustration >> Part III: Standard Deviation >> Part IV: Covariance >> Click here to receive the rest of this... Continue reading......
Week’s Top Stories: Nov 27 - Dec 4, 2009
Capital Allocation Metrics: Introduction: Capital allocation is a discipline without consensus. Some believe in sticking strictly to allocating the cost of capital, while others believe in allocating... Continue reading......
A Survey of Capital Allocation Metrics: Covariance
Susan Witcraft, Managing Director, Financial Intelligence Team, Instrat Contact Covariance is the expected value of the product of the deviations of two variables from their means. In each iteration,... Continue reading......
Five Ways to Achieve Competitive Compliance for Solvency II
Financial Intelligence Team Contact Solvency II compliance should provide more opportunity than burden … if executed properly. The ability to use approved internal models results in a Solvency... Continue reading......
A Survey of Capital Allocation Metrics: Standard Deviation
Susan Witcraft, Managing Director, Financial Intelligence Team, Instrat Contact Standard deviation has long been a common allocation basis in actuarial literature. There have been many papers... Continue reading......
A Survey of Capital Allocation Metrics: Illustration
Susan Witcraft, Managing Director, Financial Intelligence Team, Instrat Contact To understand the differences in proportional capital allocation methods, it helps to have a reference point. Consider... Continue reading......

