1
-
75
of
171
results (0.8 seconds)
Sort By:
-
The Ten Commandments of Risk Leadership
The Ten Commandments of Risk Leadership To provide high level information on a book selected ... to real-world scenarios. Fostered an open and dynamic dialogue, where participants actively shared their ...- Authors: Emily Li
- Date: Feb 2024
- Competency: Communication; Leadership; Relationship Management
- Publication Name: The Stepping Stone
- Topics: Enterprise Risk Management
-
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
-
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
-
2022-erm-dynamic-world
Pandemics & Paradigm Shifts: ERM in an Intensely Dynamic World panel discussion, where industry and regulatory ... failures, best practices and an outlook on the ultra-dynamic world of today and consideration of a company's ...- Authors: Society of Actuaries
- Date: Feb 2023
- Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; General Insurance (Property & Casualty); Public Policy
-
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
-
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
-
US and Canada: An Era of Value-added Enterprise Risk Management - Mini Report
Companywide dashboards and visualization tools (dynamic) are available to democratize the access to analytics ... Both static (point in time, e.g., quarterly) and dynamic (centralized and on-demand) risk monitoring is ...- Authors: Society of Actuaries
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
-
US and Canada: An Era of Value-added Enterprise Risk Management - Full Report
Companywide dashboards and visualization tools (dynamic) are available to democratize the access to analytics ... Both static (point in time, e.g., quarterly) and dynamic (centralized and on-demand) risk monitoring is ...- Authors: Society of Actuaries
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
-
US and Canada: An Era of Value-added Enterprise Risk Management - Core Report
Companywide dashboards and visualization tools (dynamic) are available to democratize the access to analytics ... Both static (point in time, e.g., quarterly) and dynamic (centralized and on-demand) risk monitoring is ...- Authors: Society of Actuaries
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
-
India: Growth Opportunities on the Rise
premium under UBI policy would be risk based (dynamic, related to drivers' behavior and driving patterns) ... OBSOLESCENCE The insurance space has become dynamic; the space is evolving and needs quick transformation ...- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
-
China: An Era of Insurance Innovation
personalization, more accurate segmentation, and dynamic pricing when results are benchmarked against traditional ... OBSOLESCENCE The insurance space has become dynamic; a working concept today is obsolete tomorrow ...- Authors: Society of Actuaries
- Date: Jul 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
-
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
-
2021 Life Meeting - Session 3C: Variable and Fixed Indexed Annuity - Policyholder Behavior Experience Update and Modeling 8.30.21 Recording
This session will present results of the most recent SOA/LIMRA studies of variable and ... expand. After that, the presenters will focus on dynamic lapse for hot money businesses, which is an important ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Economics; Enterprise Risk Management; Experience Studies & Data
-
Modeling the Variety of Decision Making
in risk management related calculations to use dynamic or stochastic models. One or several of the key ... evolutionary nature of things. Time and the dynamic behavior of systems — including across scales of ...- Date: Aug 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
Resurrecting the White Swan Mindset
environments like board games, often fail in real-world, dynamic, low signal-to-noise environments — such as financial ... this schema. For differing complex, adaptive, dynamic human-involved systems that are shaped, even defined ...- Authors: Guntram Fritz-Albin Werther, Max Rudolph
- Date: Aug 2021
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
Early Detection of Insurer Insolvency
Early Detection of Insurer Insolvency Early detection and assessment of insurer’s insolvency ... capital requirements more closely to the actual and dynamic economic and market risk. It allows regulators ...- Authors: Tianyang Wang
- Date: Jul 2021
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
-
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
-
Future Long-Term Care in Canada
metrics as well.) The projection is performed in a dynamic way such that a large number of variables that ... entering the relevant variations, or shocks, to the dynamic elements in the baseline model, and the quantitative ...- Authors: Bonnie-Jeanne MacDonald, Sim Segal, Michael Wolfson
- Date: May 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
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
-
April 2020 issue of Risk Management
Society of Actuaries (SOA). The paper looks at how dynamic stochastic general equilibrium and multifactor ... outcomes. As a unique part of this new type of ESG, dynamic stochastic general equilibrium (DSGE) models are ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Global Perspectives
-
Session 189: Health Insurers and Stress Testing Catastrophic Events
Session 189: Health Insurers and Stress Testing Catastrophic Events While intended to assist health plan ... for new membership Year 3: Antiselective dynamic with lower, more morbid membership 15 Stress ...- Authors: Ken Ehresmann, David Ingram, Reid Kinney
- Date: Mar 2020
- Competency: Leadership
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Health & Disability; Health & Disability>Health insurance
-
Session 172: Asset Management Technology for Insurance and Pension Applications
Session 172: Asset Management Technology for Insurance and Pension Applications The management ... Reserves AG-43/VM-21 for the CTE calculation with dynamic hedging ALM (IF only) IFRS 17 (IF only) ...- Authors: Daniel B Finn, Ruth Moore, Society of Actuaries, Matthew Covalle
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
-
Systemic Risk in China's Insurance Industry (English)
large number of financial institutions, based on a dynamic hazard rate model with macroeconomic covariates ... autoregressive conditionally heteroskedasticity-dynamic conditional correlation) model (Engle, 2002, 2009) ...- Authors: Lin Zhang
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
Systemic Risk in China's Insurance Industry (Chinese)
Systemic Risk in China's Insurance Industry (Chinese) This report looks at identifying ... Princeton University Press, 2009. [32] Engle R F. Dynamic Conditional Correlation - A Simple Class of Multivariate ...- Authors: Lin Zhang
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
2019 Variable Annuity Guaranteed Benefits Survey
.......................................... 4 Dynamic Lapses ....................................... ... ......................................... 7 Dynamic Lapses .......................................- Authors: Dale Hagstrom, Mienaloshyani Viruthasalam (Mienaloshyani)
- Date: Mar 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM
-
Session 114: Integrated FP&A Projections and “What-if” Analysis
CFO and finance leaders: • playing a much more dynamic and facilitative role; • moving from static and ... Rules Engine (FAH) Reporting & Analytics (OBIEE) Dynamic Data Visualization (Tableau, Oracle) Advanced Analytics ...- Authors: Alexandre Lemieux, Youyou Tao, Jordan Edwards
- Date: Feb 2020
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk appetite; Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
-
Session 099: Managing Cyber Risk
Session 099: Managing Cyber Risk There is widespread acknowledgement in the insurance ... changing its operations without losing function? How dynamic are my core activities? Are there parallel components ...- Authors: Anthony Dardis, Calvin Weeks, Matt Solomon, Chris Beck
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
-
Dynamic v. Static Replication
Dynamic v. Static Replication The speakers will discuss the replication of long-term options, including ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
-
Future Greeks Without Nested Stochastics – A Neural Network Approach
works on a portfolio of options. • We expected dynamic actuarial assumptions can be handled as well. ... requirement of data input. • Ability to explicitly dynamic hedge to statutory capital. • Cons • Reproducibility ...- Authors: Yu Feng FSA,MAAA (Yu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
-
VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
will be compared, including explicit dynamic hedge and implicit dynamic hedge. The speakers will also touch ... impact of rebalance frequency on the performance of dynamic hedge. Case studies will be presented to provide ...- Authors: Tao Wang ASA,MAAA , Jerry Mao FSA,FCIA,MAAA (Jerry)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
-
Session 2B: Building Portfolios for Retirement
Session 2B: Building Portfolios for Retirement Learn industry best practices including challenges ... realised volatility of the portfolio due to the dynamic strike methodology keeping the protection relevant ...- Date: Jul 2019
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Pensions & Retirement; Environment
-
Joint Risk Management Section, Issue 44, May 2019
Joint Risk Management Section, Issue 44, May 2019 Read the Joint Risk Management ... provisions. Le Theory of Risk Committee (COTOR) et le Dynamic Risk Modeling Committee (DRMC) sont chargés d’assurer ...- Authors: Society of Actuaries
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
-
Joint Risk Management Section, Issue 44, May 2019, Risk Management
The Theory of Risk Committee (COTOR) and the Dynamic Risk Modeling Committee (DRMC) are tasked with ... insolvency risk. Additional Analysis Another dynamic of the risk factors that may merit future research ...- Authors: Society of Actuaries
- Date: Jun 2019
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
-
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
-
Yield Curve Extrapolation Methods
Yield Curve Extrapolation Methods This research report summarizes methodologies used for yield ... hedgeability; however, they are working toward a dynamic programming approach to hedge design. This will ...- Authors: Jack T Kerbeshian, Patricia Matson
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Finance & Investments
-
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
-
Managed Strategies
terms in the marketplace Allocation based: dynamic allocation, multi-strategy, multi-asset, risk parity ... Most risk managed funds employ some form of dynamic allocation between risky and less risky assets ...- Authors: Marshall C Greenbaum
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
-
VA Guarantee Reinsurance Market Status
VA Guarantee Reinsurance Market Status Reinsurance has been available for VA Guarantees for over ... Correlation Hedge program – inherent risks Dynamic “buy high / sell low” – balance overtrading vs ...- Authors: Ari Linder
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
-
Risk Management, December 2018
recognize that Predictive Analytics is a very dynamic field. Kaggle is a very popular platform for PA ... M&A, it is particularly important that we have a dynamic framework. We must be nimble enough to change ...- Authors: Society of Actuaries
- Date: Nov 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
-
Risk Management, December 2018
demonstrate their relevant services and knowledge. This dynamic event allows you to target your learning by attending ... Professionalism and Regulation. Workshops (March 25) Eight dynamic workshops will be offered on a variety of topics ...- Authors: Society of Actuaries
- Date: Nov 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
-
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
-
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
-
National Risk Management
appropriately long time horizon 4. Making the model dynamic to value/risk drivers 5. Projecting values with ... revenues and expenses. 5.1.4 Making the Model Dynamic to Value/Risk Drivers The ERM model must be designed ...- Authors: Society of Actuaries
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
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
-
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
-
Risks and Rewards, February 2018, Issue 71
the last decade, many insurers have implemented dynamic hedging pro-grams to defend against market risks ... the last decade, many insurers have implemented dynamic hedging programs to defend against market risks ...- Authors: Society of Actuaries
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management
-
Can Large Pension Funds Use Derivatives to Effectively Manage Risk and Enhance Investment Performance—Case Study: Key Rate Duration Adjustment
rewards are theoretically endless. Due to the dynamic aspects of how long option positions respond to ... effective- ness of a KRD adjustment and compare the dynamic aspects of long options positions to an equivalent ...- Authors: David Gibbs
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management
-
Assessing the Effectiveness of Local and Global Quadratic Hedging under GARCH Models
Assessing the Effectiveness of Local and Global Quadratic Hedging under GARCH Models This ... incomplete market of this derivative position with a dynamic hedging strategy and initial capital of V0 Maciej ...- Authors: Maciej Augustyniak, Frédéric Godin, Clarence Simard
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
-
The Optimal Timing of Risk Management
risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...- Authors: Society of Actuaries, Kailan Shang
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
-
Risk Management, December 2016 Issue 37
risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...- Authors: Society of Actuaries
- Date: Dec 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
-
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
-
Extreme Events for Insurers: Correlation, Models and Mitigation Study
household financial analysis is a key to understanding dynamic policyholder behaviors. In a financial crisis ... high credit spread or default rate with adverse dynamic policyholder behavior can be used as a stress ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
Relationship Data: The Missing Link of the Current Financial Infrastructure
Relationship Data: The Missing Link of the Current Financial Infrastructure Improving understanding ... Relationship Data Understanding the complex and dynamic web of relationships within the financial sector ...- Authors: Irina S Leonova
- Date: Mar 2015
- Topics: Enterprise Risk Management
-
Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins
experience differs from the best estimate) and iii) a dynamic margin for parameter risk (the risk that the best ... concept of a dynamic margin that arises naturally out of the dual approach. Static and dynamic margins ...- Authors: B John Manistre
- Date: Mar 2015
- Topics: Enterprise Risk Management
-
Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins - Abstract
Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins - Abstract This paper develops ... e differs from the best estimate) and iii) a dynamic margin for parameter risk (the risk that the ...- Authors: B John Manistre
- Date: Mar 2015
- Topics: Enterprise Risk Management
-
Natural Resource Sustainability Summit Report
modeling expertise could be used to run static and dynamic projections that model the supply and demand of ... long time horizon. These considerations should be dynamic, possibly using complexity theory and complex ...- Authors: Max Rudolph, Society of Actuaries
- Date: Nov 2013
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
mono-2012-as12-1-locklear
limitation and gaining critical understanding of dynamic interactions among risks. Nevertheless, despite ... influenced by human behavior. When examining dynamic risk, including emerging risk, that arises from ...- Date: Dec 2012
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
-
Enterprise Risk Management for Nonfinancial Companies: From Risk Control and Compliance
Enterprise Risk Management for Nonfinancial Companies: From Risk Control and Compliance ... process of ensuring financial flexibility has to be dynamic. As strategy execution progresses and risks subside ...- Date: Dec 2012
- Competency: Professional Values>Practice expertise
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
-
Enterprise Risk Management at the U.K. Pension Protection Fund
Enterprise Risk Management at the U.K. Pension Protection Fund The U.K. Pension Protection Fund ... horizon set out in 3.4. It does not capture the dynamic response to changing circumstances that might ...- Authors: Martin Clarke, Jean Pierre Charmaille
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
-
ERM Culture Alignment to Enhance Competitive Advantage
organizational development by building a stronger and more dynamic risk culture. The result is a risk management ... management efforts on developing a strong and dynamic ERM culture. As a prerequisite for a sustainable ...- Authors: Joanna Keith, Henry Killackey, Abrahim Althonayan
- Date: Apr 2012
- Competency: Leadership>Change management; Relationship Management>Staff management and motivation; Results-Oriented Solutions>Actionable recommendations; Results-Oriented Solutions>Assess decision effectiveness; 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
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
-
U.S. ORSA Developments
formula-based approaches. ORSA is a flexible and dynamic enterprise risk management tool, reflecting the ... capital is assessed taking into account multiple dynamic risks; this is different than the regulatory capital ...- Authors: Seong-Min Eom
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management; Public Policy
-
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
-
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development ... important to measure dynamic liquidity gaps. Liquidity gaps that are dynamic add the projected new ... accuracy of this model, it’s important to measure dynamic liquidity gaps.” 26 In conclusion ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
-
The Strategic Implications of Enterprise Risk Management: A Framework
The Strategic Implications of Enterprise Risk Management: A Framework 2011 Enterprise Risk Management Symposium, ... works or for resale. 1 Abstract The dynamic and highly competitive business environment of ...- Authors: Ezeosa Dafikpaku
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives
-
Emerging Risk: An Integrated Framework for Managing Extreme Events
conditions of the modern environment, which is global, dynamic, complex and interconnected (Giddens 1990). Globalization ... not capture the essence of emerging risk as dynamic, the byproduct of evolving, complex and systemic ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
Risk Accounting: A Next Generation Risk Management System for Financial Institutions
outcome. Without a measure of risk exposure, and a dynamic mechanism for seeing it build up, we cannot take ... Pillars of Financial Services Firms and the Risk Dynamic n∑VaR XRU- ∑VaR X ∑RU Correlation Coefficient ...- Authors: Peter Hughes, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Public Policy
-
The Strategic Implications of Enterprise Risk Management: A Framework
The Strategic Implications of Enterprise Risk Management: A Framework 2011 Enterprise Risk Management Symposium, ... works or for resale. 1 Abstract The dynamic and highly competitive business environment of ...- Authors: Ezeosa Dafikpaku
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
-
The Role of Conditional Probabilities in Risk Assessment
The Role of Conditional Probabilities in Risk Assessment 2011 Enterprise Risk Management ... in. However, in other illustrations, this same dynamic does not occur and the use of conditional probabilities ...- Authors: Richard Joss
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Forecasting
-
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
-
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
-
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
-
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
-
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
-
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
-
ERM Opportunities for Health Practitioners
ERM Opportunities for Health Practitioners Summary of recent SOA-sponsored research on Enterprise ... risk management (ERM) pro- cess is an iterative dynamic. The field is evolving as new issues and solutions ...- Authors: Max Rudolph
- Date: May 2010
- Competency: Communication; External Forces & Industry Knowledge>External forces and business performance; Leadership>Change management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Actuarial Profession>Alternative careers; Actuarial Profession>Best practices; Enterprise Risk Management; Enterprise Risk Management>Compliance