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2013 Enterprise Risk Management Symposium

ERM Symposium

April 22-24, 2013
Chicago, Ill.

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  • Operational Perspectives on ERM

  • A Structural Model of Sovereign Credit and Bank Risk
  • Emilian Belev and Dan DiBartolomeo
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  • Integrating Utility Risk Management and Social Media Strategies
  • Charles Tooman
  • Abstract
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  • Measuring and Monitoring ERM

  • The GPS Framework: A New Approach to Comprehensive Strategic Risk Management
  • Damon Levine
  • Abstract
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  • An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the UK Pension Protection Fund
  • Martin Clarke, Jean-Pierre Charmaille, Lucy Currie, and Neil Cantle
  • Abstract
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  • Institutionalizing ERM

  • Risk Interconnectivity: Increasing Risk intelligence at the Canada Revenue Agency
  • Brian Philbin, Valerie Bournival, and Kristen Petruska
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  • An ERM Maturity Model
  • Barbara Monda and Marco Giorgino
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  • Additional Research Papers Submitted to the 2013 ERM Call for Papers

  • The Benefits of Enterprise Risk Management Evidence from the Non-Life Insurance Industry
  • Madhu Acharyya and Stanley Mutenga
  • Abstract
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  • Risk Appetite Assessment-Framework and Implementation Program for an Organization
  • Debashis Banerjee
  • Abstract
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  • A Note on the Upper-Truncated Pareto Distribution
  • David Clark
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  • Aligning Enterprise Risk Management Framework to Personal Financial Planning Domain
  • Vinay Dutta
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  • Optimization of the Enterprise Risk Portfolio
  • Eivind Helland and Kjell Garatun-Tjeldsto
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  • Integration and Use of Enterprise Risk Management Information
  • Amelia Ho
  • Abstract
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  • Designing a Pension Funding Derivative
  • Allen Jacobson
  • Abstract
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  • A Quantitative Metric to Validate Risk Models
  • William Rearden and Chih-Kai Chang
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  • Integrated Qualitative and Quantitative Risk Analysis of Project Portfolios
  • Lev Virine
  • Abstract
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  • Practical Methods for Aggregating Bank’s Economic Capital
  • Yimin Yang
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  • Applications of a Spatial Analysis System to ERM Losses Management
  • Eugene Yankowsky
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