Index IndexConstraints ConstraintsDPM Map DPM Map

boemd_tIM.03.09.01.01 - Risk Module Level Output Correlations - 1 Year Risk - Output linear correlations between risk modules

IM.03.09.01.01
Reserving riskPremium riskNon-life underwriting riskMarket riskCounterparty default riskOperational riskOther risks
C101C102C103C104C105C106C107
Reserving riskTRC101
Premium riskTRC102
Non-life underwriting riskTRC103
Market riskTRC104
Counterparty default riskTRC105
Operational riskTRC106
Other risksTRC107

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