If you want to submit a story for the risk-blog Editors to peer at it, and perhaps post it for all to share and enjoy, email it to "blog at approximity.com". Subscribe to email updates.

Risk Management Blog home.

Saturday, September 25, 2004

<DFA> Back to the future: Dynamic Financial Analysis (DFA) for decision making

We give a short non-technical overview of the current state of financial modelling. Dynamic financial modelling allows better decision-making and strategic planning.

 

We illustrate typical DFA use-cases with three short examples:

  • life insurances
  • banks giving credits to SMEs
  • merger of two travel-industry players

paper (pdf)

<DFA> Dynamic Financial Analysis

As I am working on DFA right now, I collect some links here:

The Casualty Actuarial Society has a free handbook and several papers and presentations online.

 

Introduction paper by Roger Kaufmann, Andreas Gadmer and Ralf Klett.

 

Slides by Stephen P. D'Arcy.

 

If you have any other articles/info I should add, please email them to info at approximity dot com.