2009 ERM Symposium

Below you will find presentations and free audio recordings for the 2009 ERM Symposium, held April 29–May 1, in Chicago IL. Please note that some have multiple presentations from different authors/presenters and some are not available.

Wednesday, April 29, 2009

• Seminar 1–A Benchmark Approach to Quantitative Finance
  Ken Seng Tan, Eckhard Platen
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• Seminar 2–Banks and Insurers: Separate Paths, but a Common Destination
  Robert Mark, Max Rudolph, David Ingram, Prakash Shimpi, Prodyot Samanta, Gary Nan Tie, Christopher Bohn, Dan Rosen, Dan Galai, Wayne Fisher, Michael Crouhy, Larry Moews
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• Seminar 3–Valuation Risk Management: Challenges and Practices
  Alex Kreinin, Dan Rosen, Dmitri Rubisov, Douglas Summa,Gregory Frank, Markets; Luis Seco, Niall Whelan
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Thursday, April 30, 2009
9:45–11:00 a.m. Concurrent Sessions 1

• D1–How are Companies Adding Value via ERM? Details on Recent Global Insurance Industry ERM Studies
  Judy Wong, Linda Chase–Jenkins, Cathy Jourdan
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• RI1–Risk of Mispricing and Rogue Trading
  Jean–Pierre Berliet, Alexander Shipilov, Basil Rabinowitz
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• Q1–Advances in Credit Risk Quantification
  Dan Rosen, Thomas M. Farina, Michael Pykhtin
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• RA1–Risk Regulations–Learnings from the Industry
  Valentina Isakina, Kurt Karl, Cathy Lemieux
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• B1–How Risky is your Risk Information? The Importance of Enterprise Risk Information Management
  Dilip Krishna, Robert Mark
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• R1–Research Paper Session: A Capital Allocation Based on a Solvency Exchange Option
  Mary Hardy, Joseph Kim, John Manistre
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• T1–ERM Roundtable Discussion
  Aaron Halpert, William Kokontis
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11:15 a.m.–12:30 p.m. Concurrent Sessions 2

• D2–Enabling ERM 2.0 with Technology
  David Ingram, Curt Burmeister, Laura Taylor
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• RI2–How to Spot Emerging Enterprise Risks
  Sim Segal, Neil Allan, Neil Cantle
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• Q2–Advanced Economic Capital
  Hubert Mueller, John Manistre
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• RA2–Lessons from the International Regulatory Systems: What has Worked and What Hasn't?
  Allan Brender, Sabeth Siddique, Samuel Keller
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• B2–A Global Perspective on Risk Management Structure and Governance for the Insurance Sector
  Thomas Fineis, Terri Dalenta, Adam Politzer
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• R2–Research Paper Session: Extreme Value Approach to Hedging Portfolio Downside Risk with VIX Futures
  Ser-Huang Poon, Dan Rodriguez
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• T2–ERM Roundtable Discussion
  Robert Kolb, Bill Panning
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• 12:30–1:45 p.m. Keynote Luncheon
  Group (Risk) Therapy–Cultural Theory and the Current Market Crisis
  David Ingram
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1:45–3:00 p.m. Concurrent Sessions 3

• D3–Optimization of Multiple Risk Strategies
  Matthew Clark, James Bachman, Luyang Fu
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• RI3–Talent Management: Identifying, Measuring, and Mitigating Risks
  Terry Fobbs, Erwin Janush
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• Q3–Property / Casualty Aspects of ERM
  Chris Suchar, Frank Sommerfeld, Wayne Blackburn
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• RA3–Call for Papers: Aspects of Credit Risk
  Dan Rosen, David Saunders , Stephen D'Arcy, James McNichols, Xinyan Zhao
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• B3–The Role of the Board in Providing Effective ERM Oversight
  Mary Bahna-Nolan, Michael Mahaffey, Robert Rosholt, Maryellen Coggins
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• R3–Research Paper Session: Impact of Correlation Crises in Risk Theory
  Glenn Myers, Stephane Loisel
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• T3–ERM Roundtable Discussion
  Jessica Leong, John Dodson
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Friday, May 1, 2009
9:45–11:00 a.m. Concurrent Sessions 4

• D4–ERM: Is There Anything Beyond the Hype?
  David Ruhm, Mark Homan
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• RI4–Current Topic: Influenza Pandemic
  Max Rudolph
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• Q4–Advances in Opertational Risk Quantification
  Carl Groth, Daniel McKinney, Soubhagya Parija
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• RA4–Global Insurance Regulations, Risk Management and Credit Crisis Implications
  Michel Rochette, Frank Sommerfeld,; Robert Klein
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• B4–Call for Papers: Differing Risk Perspective
  David Ingram, Etti Baranoff,Thomas Sager, Larry Rubin, Randy Tillis, Michael Lockerman, Xiaokai Shi
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• R4–Research Paper Session: New Framework for Macrofinancial Risk Analysis and Applications to the Sub–Prime Crisis
  Dale Gray, Karim Pakravan, Steve Lindo
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• T4–ERM Roundtable Discussion
  Mark Abbott, Stephen Hiemstra
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11:30 a.m.–12:45 p.m. Concurrent Sessions 5

• D5–Risk–Based Financial Management of Insurance Companies
  Anson J. Glacy, Jr., Dominique Lebel, Thomas McIntyre
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• RI5–Emerging Risks
  Max Rudolph, Beverly Barney
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• Q5–Economic Capital with Applications in View
  Ellen Cooper, David Schraub, Stuart Silverman, Yevgenia Zemlyakova
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• RA5–Solvency II Framework and its Implication for the Mexican Insurance Market
  Angeles Yañez, Jorge Luis Lopez Araiza, Massashi Kikuchi
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• B5–Call for Papers: Advanced Risk Modeling Concepts
  John Manistre, Spencer Gluck, Gary Venter, Klaus Böcker
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• R5–Research Paper Session: I–Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities under a Benchmark Approach, II–New Ways of Valuing Defined Benefit
  Deborah Lucas, Eckhard Platen, John Birge
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• Pension Liabilities and the Implications for Hedging
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• T5–ERM Roundtable Discussion
  David Koenig, Neil Strauss
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• 12:45–2:00 p.m. Keynote Luncheon
  Are You a Stock or a Bond? Create Your Own Pension Plan for a Secure Financial Future
  Moshe Milevsky