Description: List of recent publications that may be of interest to readers of Risk Management newsletter.

Description: The mismatch between how interest rate impacts the value of assets and liabilities could have material negative impact to companies’ earnings and surplus. To quantify and mitigate the impact of such mismatches, companies have used matching a combination of duration and convexity. I will review these measurement techniques and their limitations.

Description: This article provides an overview of the evolution and rationale for Own Risk Solvency Assessment (ORSA), as well as practical implications for insurers as they begin to design an ORSA process.

Description: The Global Risks Report 2016 draws attention to ways that global risks could evolve and interact in the next decade.

Description: This brief article details my observations as a senior consultant for a leading actuarial consultancy across the Middle East and South Asia regarding ORSA. It highlights key challenges, potential solutions and describes the dichotomy of management and consultant paradigm.

Description: The editors provide highlights of the articles included in the August 2015 issue of Risk Management.

Description: In this article the author discusses creating a common language for ORSA, capital and stress.

Description: In this article, the author explains what a CAT model is.

Description: Strategic Risk Management was given lower priority in a recent survey of ERM Objectives. This article tells how the author believes that recent events have caused many to shift to a more short term focus and in the future there will be a shift back to a priority for the longer term view that stands behind Strategic Risk Management when the environment settles down and things again seem to be more predictable.

Description: The editors provide highlights of the articles included in the April 2016 issue of Risk Management.