Ressources sur la gestion du risque d’entreprise

Document d’appui à la pratique : Propension à prendre des risques (Direction du développement de la pratique/2021)

Soins de longue durée futurs au Canada – Un cadre de gestion du risque d’entreprise pour cerner et quantifier les principales préoccupations (SOA, CAS et ICA/2020)

Enterprise Risk Management for a Captive Audience (Alvarez et Troutman/2020)

« Hungry for Risk? » (Scotchie et Murphy/2019)

Bâtir une solide culture du risque (Mike Stramaglia/2019)

La gestion nationale du risque : Approche pratique en matière de GRE à l’intention des gouvernements fédéraux (Sim Segal/2018)

Actuarial Aspects of ERM for Insurance Companies (AAI/2016)

Defining Risk Appetite and Tolerance (Ministère des Finances de l’Australie/2016)

Enterprise Risk Management A “risk-intelligent” Approach (Deloitte/2015)

Risk Appetite: Survey Results (CRO Forum/2015)

Developing the Risk Appetite Framework of a Life Insurance Business (Institution of Actuaries of Australia/2015)

Deriving Value from ORSA Board Perspective (AAI/2015)

Risk Appetite in Practice: Vulgaris Mathematica (Hassani/2014)

Establishing and Embedding Risk Appetite: Practitioners’ View (CRO Forum/2013)

Principles for An Effective Risk Appetite Framework (Conseil de stabilité financière/2013)

Risk Appetite: Linkage with Strategic Planning (Shang et Chen/2012)

Corporate Value of Enterprise Risk Management (purchase required) (Sim Segal/2011)

“A structured approach to Enterprise Risk Management (ERM) and the requirements of ISO 31000” (Airmic/2010)

Comprehensive Actuarial Risk Evaluation (AAI/2010)

“Risk Culture of Companies” (Abstract) (Farrell et Hoon/2009)

Practice Note on Enterprise Risk Management for Capital and Solvency Purposes in the Insurance Industry (AAI/2008)

Enterprise Risk Management: From Incentives to Controls (achat requis) (James Lam/2003)

Social Risks – for a Financial Services Business (Ian Laughlin/2018)

Risk management – an actuarial approach (IFA /2017)

La GRE, comment la gouverner? (Commission des applications en gestion du risque d’entreprise de l’ICA/2016)

ERM Governance Issue Discussion #1 (ICA, Micheline Dionne/2015)

ERM Governance Issue Discussion #2 (ICA, Minaz Lalani/2015)

ERM Governance Issue Discussion #3 (ICA, Kathryn Hyland/2015)

Recognizing When Black Swans Aren’t (Guntram Fritz Albin Werther/2013)

ORSA – An international requirement (Milliman/2013)

Note on the use of Internal Models for Risk and Capital Management Purposes by Insurers (AAI/2010)

What Is a Good External Risk Measure: Bridging the Gaps between Robustness, Subadditivity, and Insurance Risk Measures (Heyde, Kou et Pen/2009)

Reform in the Financial Services Industry: Strengthening Practices for a More Stable System (achat requis) (IIF/2009)

Modèles d’évaluation des risques (ICA/2008)

Enterprise Risk Management Specialty Guide (SOA/2006)

An Introduction to Risk Measures for Actuarial Applications (Mary R. Hardy/2006)

Coherent Measures of Risk (Artzner, Delbaen, Jean-Marc et Heath/1999)

Axiomatic Characterization of Insurance Prices (Wang, Young et Panjer/1997)

“Is It Really Different This Time?” (Mary Pat Campbell/2020)

Non-modelled Risks (Association of British Insurers/2014)

Catastrophe Modelling and Climate Change (Lloyd’s/2014)

Geomagnetic Storms (OCDE/2011)

Making Flood Insurable for Canadian Homeowners (Swiss Re/2010)

Research Paper on Time Horizons and Terminal Provisions (KPMG/2010)

The One-year Non-life Insurance Risk (Esbojorn Ohlsson et Jan Lauzeningks/2010)

Bond Portfolio Investing and Risk Management (achat requis) (Vineer Bhansali/2010)

Measuring Market Risk (Kevin Dowd/2005)

Development and Validation of Credit Scoring Models (Glennon, Kiefer, Larson et Choi/2008)

Sound credit risk assessment and valuation for loans (BCBS/2006)

Estimating Probabilities of Default for Low Default Portfolios (Pluto et Tasche/2005)

Empirical Validation of Retail Credit-Scoring Models (Grigoris Karakoulas/2004)

Operational Risk Dependencies (P.O.J. Kelliher/2020)

Good Practice Guide to Setting Inputs for Operational Risk Models (P.O.J. Kelliher/2016)

“Operational Risk – What is it? And What Do I Do About It?” (Larry Zimpleman, SOA/2015)

Document de recherche sur le risque opérationnel (KPMG, ICA/2014)

Validation des modèles de calcul des fonds propres et des risques d'assurance (Stricker, Wang et Strommen/2014)

“Model risk mitigation and cost reduction through effective documentation” (PwC/2013)

Guidance on Supervisory Interaction with Financial Institutions on Risk Culture: A Framework for Assessing Risk Culture (FSB/2014)

Validation des modèles de calcul des fonds propres et des risques d'assurance (Stricker, Wang, et Strommen/2014)

“Difficult risks and capital models” (achat requis) (Extreme Events Working Party/2014)

Capital Allocation by Percentile Layer (Neil M. Bodoff/2013)

Diversification Consideration on Modelling Aspects & Related Fungibility and Transferability (CRO Forum/2013)

Principles for effective risk data aggregation and risk reporting (BCBS/2013)

Developments in Modelling Risk Aggregation (BCBS/2010)

Inter-Risk Correlation within Economic Capital (Hanna Larsson/2009)

Capital Allocation to Business Units and Sub-Portfolios: the Euler Principle (Dirk Tasche/2008)

A framework for incorporating diversification in the solvency assessment of insurers (CRO Forum, 2005)

“An Evolving Emerging Risk: Interest in climate change is growing among risk managers” (Max J. Rudolph/2021)

An introduction to emerging risks and how to identify them (IRM/2021)

Quantification du cyberrisque pour les actuaires : Une approche économique fonctionnelle (SOA, CAS et ICA/2020)

Emerging Risks Initiative: Major Trends and Emerging Risk Radar (CRO Forum/2020)

Future Risks Report (AXA/2019)

Taking a Strategic Approach to Emerging Risks (Bonnie Hancock/2016)

Emerging Risk Assessment (Allan and Corrigan/2013)

14e sondage annuel sur les risques émergents – Principales constatations (SOA, CAS et ICA/2021)

13e sondage annuel sur les risques émergents – Principales constatations (SOA, CAS et ICA/2020)

12e sondage annuel sur les risques émergents (SOA, CAS et ICA/2019)

12e sondage annuel sur les risques émergents – Principales constatations (SOA, CAS et ICA/2019)

11e sondage annuel sur les risques émergents (SOA, CAS et ICA/2018)

11e sondage annuel sur les risques émergents – Principales constatations (SOA, CAS et ICA/2018)

10e sondage annuel sur les risques émergents (SOA, CAS et ICA/2017)