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Effective model validation – embedding trust Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Paper discussing model validation.The process and benefits are discussed Benefits of ERM Towers Watson, Mike Wilkinson, Patricia Mackenzie Tue, 04/30/2013 …

Emerging Risk Assessment: Latest Practice and Innovations Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Enterprise risk management has moved from an event based view of risk to a holistic ,systems based approach. Risk systems that involve human …

Insurance Enterprise Risk Management Practices Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Overview of the practices used by U.S. actuaries when performing or assessing the effectiveness of Enterprise Risk Management (ERM) Risk Identification …

Understanding Contingent Capital Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23   This paper is a response to the Casualty Actuarial Society’s request for proposals on "Contingent Capital." In light of the recent financial crisis, contingent …

Enterprise Risk Modelling Based on Related Entities Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - This paper is focused on collecting data from the managers across different businesses to derive the appropriate knowledge about risky events, …

ERM Stochastic Analysis Tools - Risk Drivers Revealed Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 This paper is about quantile regression modelling to expand understanding of the impact of all scenarios on economic capital Section 1 is an …

Toward a Theory of Everything? Exploring at the Edges of the ERM Construct Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - What is the current state of the ERM paradigm, including its apparent limitations and boundaries and particularly with …

Integrating risk indicators into corporate performance management tool Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Investigate and implements Norton and Kaplan’s Balanced Scorecard (BSC) methodology for operational risk management   - Briefly …

Exploring Policyholder Behaviour in the Extreme Tail: A Process of Modelling and Discovery with Extreme Value Theory Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Demonstrates that Extreme Value Theory (EVT) can be used as a tool to model …

Trifurcation: An Approach to Analysing the Impact of Risk Treatment Alternatives Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 When companies engage in risk management activities, they can be seen as modifying their distributions of future …

Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Proposes a new dynamic mechanism to the risk management industry for calculating probabilities of default …

Developing a new management approach by combining risk management and controlling as a change management process Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Describes an approach to integrate risk management into controlling approaches in an …