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Actuarial Viewpoints on and Roles in Systemic Risk Regulation in Insurance Markets Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The purpose of this paper is to provide actuaries with the background to assess conditions and tools to identify, …

Systemic Risk, Financial Reform, and Moving Forward from the Financial Crisis Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 A collection of essays offering thought leadership on the ERM discipline and the essential elements needed to maintain …

Systemic Risk in Financial Services Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The current banking crisis has reminded us of how risks materialising in one part of the financial system can have a widespread impact, affecting other financial …

Reinsurers: The Impact of Systemic Risk and Natural/Manmade Catastrophic Disasters Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Article on the impact of systemic/catestrophe risk on reinsurers and their interconnectedness with other areas of the …

U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The risk benchmarks and underwriting cycle models presented in this paper can be used by insurance firms in their own risk …

Conduct Risk When Compliance Becomes A Game Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This whitepaper explores contrasting views of risk and the various categories of compliance games, to explain why many conduct risk controls have …

Conduct Risk - Developing and Maintaining an effective framework Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The Conduct of Business rules, (including COBS, ICOBS, MCOB and BCOBS sourcebooks) provide specific requirements which firms must meet; …

Conduct Risk- An ever growing area of focus for the FSA Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This article looks at the key components of Conduct Risk today, which are namely: - TCF as the back-drop - The FSA Core Conduct Programme core …

Model Behavior: Adopting an Enterprise Approach to Model Risk Management Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 As model complexity and regulatory scrutiny increases, organizations are looking for new ways to effectively manage and …

Model Risk and Its Control Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this paper, we analyze model risks separately in pricing models and risk measurement models as follows. (1) In pricing models, model risk is defined as the risk arising …

Model risk mitigation and cost reduction through effective design Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The purpose of this paper is to shed light on how certain design choices in the model development process - in particular, choices in …

Model risk mitigation and cost reduction through effective documentation Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This, A Closer Look, is the second in a series providing recommendations on mitigating model risks and improving the efficiency …