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Bringing Risk into Capital Management
Actuaries and rating agencies increasingly believe that the NAIC's formulaic required capital standard does ... company's insurance, economic market and credit, reporting and pricing risk structure. Economic capital, based ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Downside Risk on Your TV Screen
Downside ... Risk on Your TV Screen The author uses football to demonstrate the axiom of downside risk, and how it ... a conservative or aggressive approach. Risk measurement; 10900 3/1/1998 12:00:00 AM ...- Authors: Richard Wendt
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Risk measurement - ERM
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The Role of the Actuary in Risk Oversight
The Role of the Actuary in Risk Oversight An exploration of Canada’s federal regulator of financial ... more formal assessment of the actuarial function of insurers. Risk measurement;Enterprise risk management;Financial ...- Authors: Stuart Wason
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Governance; Enterprise Risk Management>Risk measurement - ERM
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Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers
Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers A presentation at the Actuarial ... Montreal. This paper discusses the Basel VaR Value at Risk test of a bank's VaR model. It proposes ...- Authors: Application Administrator, Jesus Ruiz-Mata, Ricardo Rivera
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Letter from the Editor
Letter from the Editor The letter from the editor discusses some recent loss events driven by model ... model error and provides an overview of the articles in this issue of Risk Management. ;; Enterprise risk ...- Authors: Pierre Tournier
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Risk Management and the Power of Simplicity
Management and the Power of Simplicity The editorial cautions that while the development of more sophisticated ... important to consider the very real risk management costs associated with the increased complexity, efficiency ...- Authors: Kurt Wrobel
- Date: Apr 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
and the Need for ‘Quanls’ in ERM To deal with future correlation crises, the author suggests the implementation ... implementation of ‘’quanlitative analysts’’ (‘Quanls’) in the enterprise risk management (ERM) process: ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
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Financial Statement Disclosure: The Needs and Practices Related to Financial Risk
Disclosure: The Needs and Practices Related to Financial Risk This paper considers the question of whether ... whether the growth in the size of financial statements witnessed over the last several years has yielded an ...- Authors: Robert Frasca, Gordon Andrew Tucker
- Date: Jan 2007
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Practice Forum
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Risk measurement - ERM; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension Protection Fund
An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension Protection ... Abstract: The U.K. Pension Protection Fund (PPF) was established in April 2005 to protect the pensions ...- Authors: Jean Pierre Charmaille
- Date: Apr 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk measurement - ERM
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An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension Protection Fund
An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension Protection ... Protection Fund The U.K. Pension Protection Fund (PPF) was established in April 2005 to protect the pensions ...- Authors: Jean Pierre Charmaille, Lucy Currie
- Date: Apr 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk measurement - ERM