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Stress Testing
Stress Testing Applications of Stress Testing Actual-to-expected=A/E=Actual to expected ratio;Sensitivity ... sensitivity testing can be used to produce this “dynamic” product management report, which continues to ...- Authors: Matthew Creech
- Date: Nov 2016
- Competency: Communication>Persuasive communication; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuary of the Future
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM
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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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Efficient Frontier of New Business
Efficient Frontier of New Business The author constructed the efficient frontier of new business sales ... interest rate environment is simulated. 2) Dynamic policyholder behavior risk. One of the primary ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - 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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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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China’s C-ROSS: A New Solvency System Down the Road
China’s C-ROSS: A New Solvency System Down the Road Key points of the conceptual framework of China’s ... efficiency iii. To ensure C-ROSS can adapt to the dynamic and rapidly changing market environment iv ...- Date: Feb 2014
- Competency: Leadership>Change management; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Governance
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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model for analyzing the probability ... vious increase. Market participants observe a dynamic that indicates an increase in the rate of inflation ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments
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Risk Metrics for Decision Making and ORSA Essay e-Book
Risk Metrics for Decision Making and ORSA Essay e-Book A collection of essays that discuss ... monitoring process needs to be embedded in a dynamic basis into everyday decision making. In at- tempting ...- Authors: Society of Actuaries
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk appetite
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ERM Stochastic Analysis Tools: Risk Drivers Revealed
ERM Stochastic Analysis Tools: Risk Drivers Revealed This paper demonstrates the use of Quantile ... position 7. Aiding in the design and pricing of dynamic hedges to reduce the risk of extreme events 8 ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated Framework
Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated ... relationships within an intricate corporate structure in a dynamic business environment. . This paper develops an ...- Authors: Jing Ai, Tianyang Wang
- Date: Apr 2012
- Competency: Communication>Difficult message delivery; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Management partnership; Strategic Insight and Integration>Strategy development; 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>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Valuation of Equity-Linked Insurance Using Risk Measures
Valuation of Equity-Linked Insurance Using Risk Measures This is the abstract of a paper ... equity-indexed annuities using risk measures and presents dynamic hedging strategies underlying these valuations ...- Authors: PATRICE GAILLARDETZ
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Equity-indexed annuities; Enterprise Risk Management>Capital management - ERM
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A Multi-Stakeholder Approach to Capital Adequacy
capitalization levels blossom just as ERM and dynamic financial analysis (DFA)i have blossomed. ... correlation matrix. This is in contrast to many dynamic financial analysis models that build the interactions ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Capital Planning and What May Happen to Your Capital Plan
Essentially, you can make some of those assumptions dynamic instead of static. To that, you add capital expenditures ... once and then placed on the shelf, because it's dynamic and is going to change from year to year, but something ...- Authors: John Lloyd, Karl Madrecki, Donna C Novak
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM
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Annuity Risk-Management Seminar. NAIC C3 Phase II Implications for RBC and Reserves
static or dynamic. Static would be the same assumption across all of your scenarios. Dynamic would be ... within one year, and there’s a limited credit for dynamic hedging. The statutory reserve is pretty much the ...- Authors: John M O'Sullivan, Peter H Sun, Keith E Floman
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM
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The New Risk Management Professionals
those cases where the liability cash flows are dynamic. Actuaries have evolved a sophisticated asset-liability ... recognition as risk experts. Risk management is dynamic and action-oriented. It in- volves making choices ...- Authors: Narayan S Shankar
- Date: Nov 2004
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Small Talk
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Portfolio management - ERM
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Phase 2 of the C-3 Project Update
Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the ... is this larger risk picture. They also have dynamic capital adequacy testing. You look at your new ...- Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance
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Risk and Capital Management of Disability
Risk and Capital Management of Disability Presented at June 1996 Spring Meeting. A panel ... the 22 lost money in 1995. This is a different dynamic than we saw on the group LTD side. With this financial ...- Authors: Michael Lachance, Stephen Maher
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Health & Disability>Disability insurance; Reinsurance>Health reinsurance