"Pillar 2 may require more quantitative work than you think
http://www.insuranceerm.com/corporate-statements/aon-benfield.html
"
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John A Morrison
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John A Morrison's Groups
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European Chapter
269 members
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234 members
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75 members
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108 members
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New Books and Journals
90 members
John A Morrison's Page
Latest Activity
John A Morrison commented on John A Morrison's blog post Using Hurricane Forecasts to Adjust Peril Model Loss Probabilities
John A Morrison posted a blog post
Using Hurricane Forecasts to Adjust Peril Model Loss Probabilities
ReMetrics ReViewUsing Hurricane Forecasts to Adjust Peril Model Loss Probabilitieshttp://www.tropicalstormrisk.com/docs/ReMetricsTSR-Oct2005.pdfSee More
John A Morrison posted blog posts
John A Morrison's blog post was featured
Counterparty Credit Risk Management in Industrial Corporates
Abstract Ever since the financial crisis of the banking system of 2008 - 2010 the paradigm that deposits or other exposures towards major banks are safe has been fundamentally questioned. This put industrial corporates, who to support their business usually need to manage significant cash holdings or incur counterparty credit risk via derivatives, in the situation to develop or extend their resources for counterparty credit risk management. This paper provides a comprehensive overview over the…See More
John A Morrison posted a blog post
Counterparty Credit Risk Management in Industrial Corporates
Abstract Ever since the financial crisis of the banking system of 2008 - 2010 the paradigm that deposits or other exposures towards major banks are safe has been fundamentally questioned. This put industrial corporates, who to support their business usually need to manage significant cash holdings or incur counterparty credit risk via derivatives, in the situation to develop or extend their resources for counterparty credit risk management. This paper provides a comprehensive overview over the…See More
John A Morrison posted a blog post
Visualization Databases for the Analysis of Large Complex Datasets
Saptarshi Guha / Paul Kidwell / Ryan P. Hafen / William S. ClevelandAbstractComprehensive visualization that preserves the information in a large complex dataset requires a visualization database (VDB): many displays, some with many pages, and with one or more panels per page. A single display using a specific display method results from partitioning the data into subsets, sampling the subsets, and applying the method to each sample, typically one per panel. The time of the analyst to generate a…See More
Profile Information
- Short Bio:
- John A Morrison is a Solution Architect in the Risk Management space. He is Director, Solution Partnerships of Union Legend SA and an advisor to REvolution Computing. John has worked for IBM UK and SAP UK in the past and advised, amongst others; HSBC, Anglo Irish Bank and Prebon Marshall Yamane. John is a Monetary Economist with a particular interest and focus upon the challenges of Economic Capital.
http://www.linkedin.com/pub/0/a64/900
- My Website or LinkedIn Profile (URL):
- http://www.asymptotix.eu
- Field of Expertise:
- Finance
- Years of Experience in Analytical Role:
- 20
- Professional Status:
- Director
- Interests:
- Networking, New Venture
- What is your Favorite Data Mining or Analytical Website?
- http://www.revolution-computing.com
- Your Company:
- www.asymptotix.eu
- Industry:
- Financial Predictive Analytics
- How did you find out about AnalyticBridge?
John A Morrison's Photos
John A Morrison's Blog
Using Hurricane Forecasts to Adjust Peril Model Loss Probabilities
ReMetrics ReView
Using Hurricane Forecasts to Adjust Peril Model Loss Probabilities
http://www.tropicalstormrisk.com/docs/ReMetricsTSR-Oct2005.pdf
Posted on May 23, 2012 at 3:58am — 1 Comment
Non-rational expectations and the transmission mechanism
Bank of England
Working Paper No. 448
Non-rational expectations and the transmission mechanism
Richard Harrison and Tim Taylor
May 2012
http://www.bankofengland.co.uk/publications/Documents/workingpapers/wp448.pdf
Posted on May 19, 2012 at 4:47am
Forecasting UK GDP growth, inflation and interest rates under structural change:
Bank of England
Working Paper No. 450
Forecasting UK GDP growth, inflation and interest rates under structural change:
a comparison of models with time-varying parameters
Alina Barnett, Haroon Mumtaz and
Konstantinos Theodoridis
May 2012
http://www.bankofengland.co.uk/publications/Documents/workingpapers/wp450.pdf
Posted on May 19, 2012 at 4:45am
Exploratory Data Analysis for Complex Models
Andrew GELMAN
“Exploratory” and “confirmatory” data analysis can both be viewed as methods for comparing observed data to what would be obtained under an implicit or explicit statistical model. For example, many of Tukey’s methods can be interpreted as checks against hypothetical linear models and Poisson distributions. In more complex situations, Bayesian methods can be useful for constructing reference distributions for various plots that are useful in exploratory…
ContinuePosted on March 7, 2012 at 10:30pm
Comment Wall (7 comments)
- At 10:55am on December 28, 2009,
Pat Jewett said… - I am curious to learn if anyone has studied the potential impact of the US medical insurance / short term medical on the British economy, specifically in the pharmaceutical arena? These economies are so intertwined I can not imagine that there would be no impact.
- At 9:30pm on January 18, 2009, Sap Fans said…
- Yes, I have 6+ years in SAP ERP working on MM, PP, SD, HR, PS and FI CO modules. With team leading and testing experience with writing tech and functional specs. I have also worked on SAP IS U. Currently working on SAP BI since past 1 year
- At 9:30pm on January 18, 2009, Sap Fans said…
- Yes, I have 6+ years in SAP ERP working on MM, PP, SD, HR, PS and FI CO modules. With team leading and testing experience with writing tech and functional specs. I have also worked on SAP IS U. Currently working on SAP BI since past 1 year
- At 9:45pm on January 14, 2009, Sap Fans said…
- Yes, I have 6+ years in SAP ERP working on MM, PP, SD, HR, PS and FI CO modules. With team leading and testing experience with writing tech and functional specs. I have also worked on SAP IS U. Currently working on SAP BI since past 1 year
- At 12:53pm on December 25, 2008,
John A Morrison said… - Stephan
Here is my research page (which takes you to my compnay). This presents what it is that interests me.
http://www.union-legend.com/index.php?page=research
I have published two White Papers, the url's are below;-
http://www.sap.com/uk/images/baselii/whitepaper.pdf
http://www.union-legend.com/uploads/publwp/Economic%20Capital%20Predictive%20Analytics%20WP%20UL%20REvo%20Dec%202008.pdf
Let me know if these cross over into your field. Merry Christmas.
- At 9:08am on December 25, 2008,
Stephan Ogenstad said… - Hello John,
Welcome to Statistical Consulting. We are looking forward to hearing more from you on risk modeling. I collaborate with the Royal Institute of Technology in Stockholm on risk theory in technical systems, so I have a special interest in this field.
Best,
Stephan
- At 4:41am on October 14, 2008, John A Morrison said…
- This is a comment to myself and any others reading my profile, of course; I think this is a great site, really useful but I don not think I am using it properly.
JAM
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