Description: The article focuses on findings from EY's survey in 2017 of CROs at 40 insurers in North America. Changing roles in the age of disruption are investigated.

Description: This article addresses the role of pension risk management in the context of corporate risk management and how pension risk management strategies might optimally be implemented to increase the probability that pension benefits can be financed from plan assess and that, when and if required, unexpected increases in corporate contributions can be made without financial discomfort to the firm.

Description: European insurance regulation pretends to capture and rely on the 1-year 1-in-200 VaR. But there cannot exist any scientific calibration of such measure. Why?

Description: This article reviews the sixth survey of Emerging Risks, sponsored by the Joint Risk Management Section and completed in fall 2012.

Description: This paper demonstrates that extreme value theory (EVT) can be used as a tool to model policyholder behavior in the extreme tail. This paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It illustrates a process whereby a company can fully model policyholder behavior, including the extreme tail, with existing data. No judgment about the extremal behavior is necessary.

Description: An overview of the articles in the August 2012 issue of Risk Management and a list of winners of the most recent call for papers, “Risk Metrics for Decision Making and ORSA.”

Description: This article highlights some of OSFI’s expectations regarding the ORSA process, and provides general feedback and observations from OSFI’s reading of 2014 ORSA reports (including KMR) and discussions with insurers.

Description: Hear from the chairperson on themes in the August 2016 issue of Risk Management published by the JRMS.

Description: The article is based on a study of causes of insolvency and decisions made by management, regulators, and policyholders over the life cycle of the insolvency.