2014 Enterprise Risk Management Symposium

ERM Symposium
September 29 - October 1, 2014
Chicago, IL.


CIA     prima_logo   SOA_seal-sm   The Actuarial Foundaction 


    Award Winners

    • The Actuarial Foundation’s ERM Research Excellence Award in Memory of Hubert Mueller for Best Overall Paper Down but not Out: A Cost of Capital Approach to Fair Value Risk Margins
      John Manistre
      Abstract
      Complete Paper

    • PRMIA’s Award for New Frontiers in Risk Management
      A New Approach to Assessing Model Risk in High Dimensions
      Carole Bernard and Steven Vanduffel
      Abstract
      Complete Paper

    • Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications
      Growth in Stock Price as the ERM Linchpin

      Damon Levine
      Abstract
      Complete Paper

    New Ways of Looking at Risk

    • Risk Culture, Neoclassical Economics, and Enterprise Risk Management
      David Ingram, Alice Underwood, and Michael Thomas
      Abstract
      Complete Paper

    ERM and Assets

    • Integrating Physical Real Estate and Infrastructure Assets in Enterprise Risk Management
      Emilian Belev, Richard Gold, and Dan diBartolomeo
      Abstract
      Complete Paper

    • An Actuarial Formulation for the Retirement and Replacement of Fixed Physical Assets
      Thomas Wendling
      Abstract
      Complete Paper

    Additional Research Papers Selected for the 2014 ERM Call for Papers

    • FVA for General Instruments: Theory and Practice
      Alexander Antonov and Emily Ahearn  
      Abstract

    • Rigid, Fluid and Context-Dependent Enterprise Risk Management
      Harris Fytros
      Abstract
      Complete Paper

    • Relationship Data: The Missing Link of the Current Financial Infrastructure
      Irina Leonova and Nigel Jenkinson
      Abstract
      Complete Paper

    • A Primer on Managing Operational Risk for Insurance Companies
      Kay Rahardjo
      Abstract
      Complete Paper

    • Contingent Liquidity Swap: A Prearranged Source of Liquidity
      Kailan Shang and Joanna Shang
      Abstract
      Complete Paper  

    • Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies
      Tianyang Wang, Jing Ai, and Vickie Bajtelsmit
      Abstract
      Complete Paper