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Operational risk under Solvency II: A brief overview of current approaches Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23   As companies implement Solvency II programs, operational risk, often seen as a catch-all for ‘other’ risks, is being …

A New Approach for Managing Operational Risk: Addressing the Issues Underlying the 2008 Global Financial Crisis Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The Casualty Actuarial Society, Canadian Institute of Actuaries and the Society of …

Operational Risk Management Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Sets the principles guiding the development of this operational risk best practice paper - Defines operational risk - Describes effective operational risk management, …

Managing and Measuring Operational Risk for companies in Asia Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The Singapore Actuarial Society ERM Committee decided to set up a dedicated Working Party in order to provide the industry with insights …

Modelling operational risk in the insurance industry Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 This paper proposes an approach to calculating operational risk using an internal model that distinguishes frequency risks from severity risks. …

Enterprise Risk Management at the UK pension protection fund Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Paper presented to the 2012 ERM Symposium, Washington, DC April 18-20 2012 - The UK Pension Protection Fund (PPF) was established in …

An Application of Modern Social Sciences - Techniques to reverse stress testing at the UK Pension Protection Fund Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 An application of modern social science techniques to reverse stress testing at the UK …

Entity-wide risk management for pension funds Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 This paper explores the application of ERM-style techniques to pension funds. It uses the term ‘entity-wide risk management’ rather than ‘enterprise risk …

Risk-Based Capital (RBC) Reserve Risk Charges Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The purpose of this paper is to describe the results of research on methods to improve the Current Calibration Method (CCM) for reserve risk charges for …

2011 Research - Short-Term Project Report: A Report of the CAS Underwriting Risk Working Party Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 At the request of the American Academy of Actuaries, the CAS formed the Risk-Based Capital (RBC) …

Reading List: Risk Management 2011-2012 Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - ERM list starts in the middle of page 22 (by doc page numbers) or the middle of page 35 (by Adobe page numbers) Further Resources Scott McLachlan, Institute …

Review of the Literature on Enterprise Risk Management Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Useful list of ERM research carried out over the years - The aim of this paper is to review previous studies on Enterprise Risk Management …