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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 …

ERM for Emerging Risks in General Insurance Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 This paper is focussed on ERM for emerging risks in general insurance in our world of "unknown unknowns" and the emergence of unexpected risks over time. It …

The Basic Principles of Compiling a Risk Register for Smaller Companies Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 This document is a simple guide to compiling a risk register for smaller companies with a functioning board. It is intended …

Replicating Portfolios An Introduction: Analysis and Illustrations Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 In recent years, many insurers have adopted increasingly complex stochastic models as part of their business-management processes. …

Aggregation of risks and allocation of capital Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23   Risk assessment and risk management are critical to survival in today’s business climate, and the accurate calculation of economic capital is more …

A practical guide to risk assessment: How principles-based risk assessment enables organisations to take the right risks Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Key points covered are: - Effective risk assessment is increasingly important …

Economic Capital: Correlation Matrices and Other Techniques Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The Society of Actuaries' Risk Management Research Team is pleased to make available the following report that explores risk aggregation …

Enterprise Risk Management for Property-Casualty Insurance Companies Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - A Theoretical Framework for ERM - Risk Dynamics within Property-Casualty Insurance Companies - Empirical Findings on Widely Used …