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Infusing Systems Science in Risk Management: Part 1—Debunking Risk, Equilibrium, and Exogenous Shocks
Infusing Systems Science in Risk Management: Part 1—Debunking Risk, Equilibrium, and Exogenous ... equilibrium, and shocks and replace them with dynamic principles of uncertainty, emergence, and feedback ...- Authors: Bryon Robidoux
- Date: Feb 2024
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
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Liquidity, Capital, and ALM: How Insurers can Include a Liquidity Score and Liquidity Stress Scenarios as Part of their Asset Liability Management (ALM) Protocol
Liquidity, Capital, and ALM: How Insurers can Include a Liquidity Score and Liquidity Stress ... A typical solution is to use a dynamic lapse formula. Most dynamic lapse formulas are set on an aggregate ...- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Risk Management in a Rising Interest Rate Environment
Risk Management in a Rising Interest Rate Environment The Federal funds rate increased ... under- or over-hedged, due to the inaccuracy in the dynamic surrender assumption, interest rate forecast, etc ...- Authors: Yiru (Eve) Sun, Chun Zheng
- Date: Jun 2023
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Le coin de la présidente
Le coin de la présidente Chairperson's summary of Joint Risk Management ... « Pandemics & Paradigm Shifts: ERM in an Intensely Dynamic World Webcast » et qui a attiré plus de 400 participants ...- Authors: Sandee S Schuster
- Date: Dec 2022
- Competency: Communication; External Forces & Industry Knowledge; Relationship Management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Chairperson’s Corner
Chairperson’s Corner Chairperson's summary of Joint Risk Management Section (JRMS) Council ... “Pandemics & Paradigm Shifts: ERM in an Intensely Dynamic World Webcast,” which had over 400 viewers. David ...- Authors: Sandee S Schuster
- Date: Dec 2022
- Competency: Communication; External Forces & Industry Knowledge; Relationship Management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
point of control engineering is this: Take the dynamic behavior of the system as is (be it economy, business ... diversity in the temporal scales of their respective dynamic behaviors. Consider this. Though of quite different ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Market Consistent Valuation of Fixed Indexed Annuity
Market Consistent Valuation of Fixed Indexed Annuity it discusses the framework and modeling of ... covering all possible risk variables, for SII. Dynamic policyholder behaviors are very relevant to FIA ...- Authors: Jing Fritz
- Date: Feb 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Finance & Investments; Finance & Investments>Economic value
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Fixed Indexed Annuity Fair Value Quantification and Valuation
different levels of required pricing spreads. Dynamic lapse is also important risk to reflect in FIA ... will have a higher incentive to lapse the policy. Dynamic lapse rate varies across different simulated interest ...- Authors: Tao Wang ASA,MAAA , Peter M Phillips
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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Stratégies de gestion de l’actif et du passif : gestion du risque de convexité en contexte de hausse des taux d’intérêt
Stratégies de gestion de l’actif et du passif : gestion du risque de convexité ... insurer convexity risk exposure, most notably to dynamic policyholder lapsation. We further provide insights ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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Asset and Liability Management Strategies: Managing Convexity Risk as Interest Rates Rise
insurer convexity risk exposure, most notably to dynamic policyholder lapsation. We further provide insights ... changes in interest rates without incorporating dynamic lapse behavior. Static liability convexity increases ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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The Evolution of Risk Management: Taking the Next Step Toward Becoming the Coveted Business Partner
largely remained the same—an “us versus them” dynamic. Risk was present to say “yes or no” to business ... with a twist on the traditional risk and business dynamic. No longer will there be an “us versus them” discussion ...- Authors: Chad R Runchey
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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JRMS Library
JRMS Library This article introduces the JRMS library, how one can access it and what books ... analytics such as The Demand for Life Insurance: Dynamic Ecological Systemic Theory Using Machine Learning ...- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Actuarial Profession
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Bibliothèque de la SCGR
Bibliothèque de la SCGR This article introduces the JRMS library, how one can access ... l’analytique, dont The Demand for Life Insurance: Dynamic Ecological Systemic Theory Using Machine Learning ...- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Actuarial Profession
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Macroeconomics Based Economic Scenario Generation
Macroeconomics Based Economic Scenario Generation This article introduces a non-traditional type ... of economic scenario generator that relies on dynamic stochastic general equilibrium (DSGE) models are ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Staff corner
Staff corner Insight on SOA research. Research 6/5/2019 12:00:00 AM ... The Theory of Risk Committee (COTOR) and the Dynamic Risk Modeling Committee (DRMC) are tasked with ...- Authors: Society of Actuaries
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Actuarial Profession
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Summary of Risk Management Research on Policyholder Behavior in the Tail Survey
Summary of Risk Management Research on Policyholder Behavior in the Tail Survey Summary of recent ... included sensitivity to mortality, expenses and the dynamic lapse assumption (Figure 3). MAY 2019 RISK ...- Authors: Jeffrey Hartman
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Actuarial Review of Insurer Insolvencies and Future Preventions
Actuarial Review of Insurer Insolvencies and Future Preventions As sponsored by the Canadian ... insolvency risk. Additional Analysis Another dynamic of the risk factors that may merit future research ...- Authors: David Heppen
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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The Perils and Prospects of Predictive Analytics
The Perils and Prospects of Predictive Analytics Many life and health insurers are beginning to ... recognize that Predictive Analytics is a very dynamic field. Kaggle is a very popular platform for PA ...- Authors: Mark W Griffin
- Date: Dec 2018
- Publication Name: Risk Management
- Topics: Predictive Analytics
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Conversation with a CRO: An Interview with John Rhodes
Conversation with a CRO: An Interview with John Rhodes Latest in our on-going series in which ... M&A, it is particularly important that we have a dynamic framework. We must be nimble enough to change ...- Authors: Anthony Dardis
- Date: Dec 2018
- Competency: Leadership; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, August 2018
Risk Management, August 2018 Read the August 2018 issue of Risk Management published by the ... addition, imple- menting and maintaining real- time Dynamic Monitoring and Intervention System (DMIS) over ...- Authors: Society of Actuaries
- Date: Aug 2018
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Proactively Managing Life Insurance Risks
Proactively Managing Life Insurance Risks The article explores the possibility of using the ... addition, imple- menting and maintaining real- time Dynamic Monitoring and Intervention System (DMIS) over ...- Authors: Feng Sun, Amy Tran
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Experience Studies & Data>Mortality; Life Insurance>Product development - Life Insurance; Predictive Analytics
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Risk Management March 2018
Risk Management March 2018 Read the French language version of the March 2018 issue of Risk ... Management Symposium The ERM Symposium provides a dynamic environment for thought leadership, best practices ...- Authors: Society of Actuaries
- Date: Mar 2018
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, March 2018
Risk Management, March 2018 Read the March 2018 issue of Risk Management published by the ... Management Symposium The ERM Symposium provides a dynamic environment for thought leadership, best practices ...- Authors: Society of Actuaries
- Date: Mar 2018
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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IAA Risk Book: Chapter 1: Introduction to the IAA Risk Book
experience. How to exercise sound judgment in a dynamic environment with the use of tools and techniques ... Risk Book, but rather build something like a dynamic Wikipedia summary of risk topics of current interest ...- Authors: David Sandberg
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Life Insurance>Capital - Life Insurance
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ERM in the U.S. Life and Annuity Industry: 2015 Survey—Summary Report
ERM in the U.S. Life and Annuity Industry: 2015 Survey—Summary Report This article presents ... behavior.” “We are in the process of revisiting our dynamic excess lapse functions to get increased comfort ...- Authors: Anna Berezovskaya, Anthony Dardis
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Life Insurance>Capital - Life Insurance
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Risk Management, August 2016 Issue 36
behavior.” “We are in the process of revisiting our dynamic excess lapse functions to get increased comfort ... experience. How to exercise sound judgment in a dynamic environment with the use of tools and techniques ...- Authors: Society of Actuaries
- Date: Aug 2016
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Understanding the Riskiness Of A GLWB Rider For FIAs
Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting ... annuities;Modeling efficiency;Stochastic models;Dynamic simulation models;Asset modeling;Assumptions;Monte ...- Authors: Pawel Konieczny, Jae Jung
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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What Is a CAT Model?
What Is a CAT Model? In this article, the author explains what a CAT model is. Enterprise ... parameterized—in fact, some storm surge models are fully dynamic, time-stepping, academic models that are run on ...- Authors: Theresa Krebs
- Date: Apr 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Black Swans and Risk Management: Prepare Now for the Unthinkable
Black Swans and Risk Management: Prepare Now for the Unthinkable In this article, the author ... While seemingly contradictory, consider how this dynamic has impacted the financial services sector. At ...- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Developing a Robust Risk Appetite Statement
Developing a Robust Risk Appetite Statement In this article, we provide practical guidance for ... of risk management, and should be considered a dynamic tool that continuously guides an effective risk ...- Authors: Jim Toole, Matthew Stahl
- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Risk Management
ability for the modeling framework to produce this dynamic stress analysis is essential. In developing markets ... critical decisions to achieve success in this dynamic and innovative market. ■ A STRATEGIC FRAMEWORK ...- Authors: Society of Actuaries
- Date: Jan 2016
- Publication Name: Risk Management
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ORSA—A Regulator’s Point of View
ORSA—A Regulator’s Point of View This article highlights some of OSFI’s expectations regarding ... ca/Eng/fi‑if/rg‑ro/gdn‑ort/gl‑ld/Pages/a4_gd.as 3 Dynamic Capital Adequacy Testing. 4 Minimum Continuing ...- Authors: Stephen Manly, Emilie Bouchard
- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Letter from the Editors
Letter from the Editors The editors provide highlights of the articles included in the August ... Topics include: • Steps to create a viable and dynamic ERM environment • Risk analysis of property and ...- Authors: Jun He, Baoyan Liu
- Date: Aug 2015
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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The Art of Hedging
The Art of Hedging Institutional investors seeking to hedge have no shortage of choices, ... reverting, and implied vol and skew reflect this dynamic. Applying all of these (admittedly rough) estimations ...- Authors: Christopher Metli
- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk; Finance & Investments>Derivatives
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Pension Investing and Corporate Risk Management
management in the pension fund may be viewed as a dynamic process where both the relevant horizon and the ... is optimal in terms of risk management is also dynamic, changing with firm prosperity and strategy. As ...- Date: Jun 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management; The Pension Forum
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Risk Management, August 2014, Issue 30, French Version
niveaux actuels de ces contrats. Credit Suisse Dynamic Tail DYTL CSEADYTL Action Dynamique Asymétrie ... d’options de vente couvertes en delta. Credit Suisse Dynamic Tail S&P DTSP CSEADTSP Action Dynamique Asymétrie ...- Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation
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Risk Management, August 2014, Issue 30
the cost of carry, hedgers often shift towards dynamic tail risk strategies during times of market stability ... stability. Over the last few years, a vast number of dynamic strategies in the form of algorithmic indices1 ...- Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation
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Tails, You Lose: Making Sense of Tail-Hedging Indexes
the cost of carry, hedgers often shift towards dynamic tail risk strategies during times of market stability ... stability. Over the last few years, a vast number of dynamic strategies in the form of algorithmic indices1 ...- Authors: Society of Actuaries, Edward Tom, Grace Koo
- Date: Aug 2014
- Competency: Strategic Insight and Integration>Big picture view
- Publication Name: Risk Management
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Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
come to do a new valuation, we establish a new dynamic margin which restarts from zero at the new valuation ... added. At the valuation date we have added a dynamic load that takes the parameter up to the value ...- Authors: Society of Actuaries, B John Manistre
- Date: Aug 2014
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
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Risk Management, Issue 29, March 2014
creating a “collateral squeeze.” However, the repo dynamic witnessed in fixed-income conflicts starkly with ... collateral. THE GOOD, THE BAD AND THE UGLY The dynamic between equity repo rates varies across regions ...- Authors: Society of Actuaries
- Date: Mar 2014
- Publication Name: Risk Management
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A New Normal in Equity Repo
creating a “collateral squeeze.” However, the repo dynamic witnessed in fixed-income conflicts starkly with ... collateral. THE GOOD, THE BAD AND THE UGLY The dynamic between equity repo rates varies across regions ...- Authors: Anand Omprakash
- Date: Mar 2014
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Finance & Investments
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Letter from Editors
Letter from Editors he co-editors introduce themselves and preview the articles in this issue. ... challenging and ful- filling. Sources of this dynamic risk atmosphere include regulatory requirements ...- Authors: Jared Michael Forman
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Strategic risks
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Risk Management - December 2012
Risk Management - December 2012 Risk Management, the newsletter of the Joint Risk Management ... Sean has worked with large plans to imple- ment dynamic de-risking strategies, including detailed analyses ...- Authors: Society of Actuaries
- Date: Feb 2013
- Publication Name: Risk Management
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Lump Sum and Risk Transfer: Why Defi ned Benefi t Plan Sponsors Should Consider Risk Transfer as Early as 2012
Lump Sum and Risk Transfer: Why Defi ned Benefi t Plan Sponsors Should Consider Risk Transfer ... Sean has worked with large plans to imple- ment dynamic de-risking strategies, including detailed analyses ...- Authors: Sean C Brennan
- Date: Feb 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Pensions & Retirement>Pension accounting; Pensions & Retirement>Retirement risks
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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
processes with non-stationary increments and dynamic corre- lation models, with the goal to understand ... as suddenly as it appeared, and miss- ing this dynamic would lead to bad hedging strategies. Identifying ...- 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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Risk Management
Risk Management An overview of the articles in the August 2012 issue of Risk Management and ... crisis in 2008. This paper argues for a focus on dynamic cor- relations to better understand and model the ...- Authors: Ross Bowen
- Date: Aug 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Investment strategy - Finance & Investments
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Business-Focused Risk Maps: An Approach to Improve the Effectiveness of Risk Identification
Business-Focused Risk Maps: An Approach to Improve the Effectiveness of Risk Identification A ... Identification A risk map is an effective and dynamic tool in helping companies develop a broader view ...- Authors: Karen DeToro
- Date: Aug 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM
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Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates
Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal ... article argues that wealth managers should advocate dynamic spending in proportion to survival probabilities ...- Authors: Moshe Arye Milevsky, Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
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Managing Systemic Risk in Retirement Systems
Managing Systemic Risk in Retirement Systems This article recommends actions to key stakeholders ... retirement education programs could incorporate dynamic modelling of employee’s retirement income, taking ...- Authors: Minaz Lalani
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Systemic risk; Pensions & Retirement>Retirement risks
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Letter from the Editor
Letter from the Editor Listing and description of key articles in August 2011 issue of Risk ... quality, but looks to improve understanding around dynamic lapses. Peter Nowell, Mattias Eng and Josée Deroy ...- Authors: Ross Bowen
- Date: Aug 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Actuarial Profession; Enterprise Risk Management
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Is Predictive Modeling the Answer?
shortcomings: • Inability to distinguish between base and dynamic behavior. Historical data will show a single ... which is a function of both base behavior and dynamic behavior. However, the use of traditional approaches ...- Authors: David Weinsier, Guillaume Briere-Giroux
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Predictive Analytics
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Responding to Systemic Risk
requires that regulators move from a static to a dynamic con- cept of regulation and understand trade ... make the rules and control the boundaries, a dynamic system is constantly adjusting to shocks that ...- Authors: Stephen W Hiemstra
- Date: Sep 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Public Policy
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Economic Capital: A Case Study to Analyze Longevity Risk
approach that uses stochastic techniques and dynamic assumptions for mortality among a variety of other ... that generated by a principle-based model using dynamic assumptions for mortality. As part of this analysis ...- Authors: Stuart Silverman
- Date: Sep 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Payout annuities; Enterprise Risk Management
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Artificial Intelligence and Autonomous Automobiles
Artificial Intelligence and Autonomous Automobiles In this article, the author discusses the ... Lloyds becomes Lloyds. This same innovation-driven dynamic also occurs on the smaller, micro-scale as well ...- Authors: Stephen A Steinberg
- Date: Sep 2010
- Publication Name: Risk Management
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Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable Annuity Writers
Risk Appetite for Variable Annuities: Managing the “Three headed Monster” Challenging Variable ... gies will evolve as state variables change in a dynamic environment. Many VA writers analyze the efficacy ...- Authors: Amit Ayer
- Date: Sep 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles
(which represent short positions) on top of more dynamic wealth accumulation or life protection products ... rate caps offer inexpen- sive protection today. Dynamic risk management also can include adjusting risk ...- Authors: Larry Rubin, Xiaokai Shi
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Commuting and ERM
be able to do this. When driving, there is a dynamic interplay between capacity, conditions and behavior ... Bringing all of this together you have a rich, dynamic and frustrating system. Over time, if you observe ...- Authors: Steven Craighead
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Putting the System Back in Systemic Risk
poor- ly suited to the current reality. – Dynamic models are harder to develop and maintain than ... generational handoff. • Change is evolving and dynamic. Theme: Learning to learn efficiently. Systemic ...- Authors: Stephen W Hiemstra
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options ...- Authors: David Ross, Charles L Gilbert, John Wiesner
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Integrating Risk and Strategy to Derive Competitive Advantage
a regulatory imposition. If the framework is dynamic and robust and is implemented in the context of ... requirements would be addressed. In order to have a dynamic and robust risk manage- ment framework it is imperative ...- Authors: AZAAN M R JAFFER
- Date: Mar 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Variable Annuity: Risk Management Through Breakthrough Product Innovation
Variable Annuity: Risk Management Through Breakthrough Product Innovation Current risk management ... makes it challenging to keep up with the pace of dynamic market movements. As a caveat, if, as many believe ...- Authors: Xiaokai Shi, Yungui Hu
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Case Study: Economic Capital Analysis at Guardian [The Early Years]
Case Study: Economic Capital Analysis at Guardian [The Early Years] The management of The Guardian ... in common stocks, protected by a sophisticated dynamic hedge program. The purpose of this analysis was ...- Authors: Barbara Snyder, Ben H Mitchell
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Sailing and Insurance Risk Management Are One and the Same
Sailing and Insurance Risk Management Are One and the Same In this article, the author ... already difficult to track for interest sensitive dynamic lapses on deferred annuities under normal conditions ...- Authors: David Schraub
- Date: Jun 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Structural Credit Risk Modeling: Merton and Beyond
Structural Credit Risk Modeling: Merton and Beyond This article provides an overview of the commonly ... comings, in order to stay competitive in this dynamic and rapidly evolving area. Nowadays, structural ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Basis Risk in Annuity Guarantees: Pricing and Enterprise Risk Implications
Basis Risk in Annuity Guarantees: Pricing and Enterprise Risk Implications This article discusses ... active management biases, in the same manner that dynamic policyholder behavior also lifetime of the rider ...- Authors: Simpa Baiye
- Date: Jun 2009
- Publication Name: Risk Management
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Solvency II Primer
Solvency II Primer This article serves as a Solvency II primer by first introducing the Solvency ... liability and market consistent valuation. It is a dynamic approach of looking at the balance sheet where ...- Authors: Judy Wong
- Date: Mar 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Financial Reporting & Accounting>Fair value accounting
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Risk Appetite
Risk Appetite This article provides some insights into risk appetite and how it relates ... Stephen P. and Richard W. Gorvett. 2004. The Use of Dynamic Financial Analysis to Determine Whether an Optimal ...- Authors: Stephen P D'Arcy
- Date: Mar 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Uncertainties, Challenges and Opportunities of Global Insurance Regulatory Convergence
Uncertainties, Challenges and Opportunities of Global Insurance Regulatory Convergence This article ... regulatory framework. In such a converging, dynamic global market, if the com- petitive balance shifts ...- Authors: Matthew P Clark
- Date: Mar 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Financial Reporting & Accounting>Fair value accounting
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Essay on the Financial Crisis
Essay on the Financial Crisis From a simple mathematical model of the underlying economics, ... predicted this crisis in July of 2004. An economic dynamic relating very low interest rates to the structure ...- Authors: Andrew Winkler
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics
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Enterprise Risk Management-A Brazilian Market Perspective
(ERM) is no exception. While various forms of dynamic financial anal- ysis and risk modelling have been ... Integrating a well- built asset module into an insurer’s dynamic financial model can provide the basis neces- sary ...- Authors: David B Sommer
- Date: Mar 2008
- Publication Name: Risk Management
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Looking Ahead
Looking Ahead Incoming section chairperson talks about the future of the section. 26224 ... companies. Many key risk drivers have now taken on dynamic prop- erties and are being modeled using advanced ...- Authors: Ronald Harasym
- Date: Mar 2008
- Publication Name: Risk Management
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Risk Management: ERM For Insurers — From Compliance to Value
run their businesses. The most notable tool is dynamic financial analysis (DFA), developed in the 1990s ... best capital structure for the firm? The same dynamic EC model can help managers evaluate different ...- Authors: Stephen P Lowe, Prakash A Shimpi
- Date: Jul 2006
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Dynamic Risk Modeling
Dynamic Risk Modeling This article discusses the pending book entitled 'Dynamic Risk Modeling Handbook ...- Authors: James Rech
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments; Modeling & Statistical Methods>Dynamic simulation models
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Chief Risk Officer Forum - Principles for Regulatory Admissibility of Internal Models
Chief Risk Officer Forum - Principles for Regulatory Admissibility of Internal Models This article ... (e.g., bonus rates on participating business, dynamic asset allocation policies), where material, should ...- Authors: John Hele, Henk van Broekhoven
- Date: Mar 2006
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments
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Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits Survey Results
was responded that 69 percent (11 out of 16) use dynamic utilization for GMIBs: • Of the 10 that described ... percent (4 out of 10) explicitly stated that dynamic utilization is a function of in-the- moneyness ...- Authors: James Reiskytl
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities