Susan Witcraft, Managing Director
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The co-TVaR report in MetaRisk gives analysts easy access to valuable information to illuminate the Enterprise Risk Management (ERM) and capital implications of reinsurance. Using co-TVaR for risk decomposition, one can develop a fuller view of the factors that contribute to company risk, ultimately delivering a more compelling case for risk-related decision-making.

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Donald Mango, Chief Actuary
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The financial catastrophe currently tearing through financial markets has changed the face of risk. Diversification, once the standard for reducing exposure, has been weakened by a convergence of threats on both sides of the balance sheet. (Re)insurer capital is under assault, and a more robust risk management technique is needed. Enterprise Risk Management (ERM) may help the situation, offering an integrated view of portfolio perils and the tools necessary to develop an effective risk transfer strategy.

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