2014 Enterprise Risk Management Symposium

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

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