{"id":4971,"date":"2023-08-23T13:29:26","date_gmt":"2023-08-23T13:29:26","guid":{"rendered":"https:\/\/cia-ica.ca\/wp\/actuaries\/practice-areas\/enterprise-risk-management\/"},"modified":"2025-04-28T15:37:06","modified_gmt":"2025-04-28T19:37:06","slug":"gestion-du-risque-dentreprise","status":"publish","type":"page","link":"https:\/\/www.cia-ica.ca\/fr\/les-actuaires\/domaines-de-pratique\/gestion-du-risque-dentreprise\/","title":{"rendered":"Gestion du risque d\u2019entreprise"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">Les entreprises et les organisations sont constamment confront\u00e9es \u00e0 des incertitudes provoqu\u00e9es par la croissance de la concurrence, la volatilit\u00e9 du march\u00e9, la raret\u00e9 du capital et l\u2019\u00e9volution de la l\u00e9gislation. Pour r\u00e9ussir tout en r\u00e9pondant aux attentes de leurs parties prenantes, celles-ci doivent g\u00e9rer ces risques.&nbsp;<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Les actuaires qui travaillent dans le domaine de la gestion du risque d\u2019entreprise (GRE) identifient, \u00e9valuent, surveillent et g\u00e8rent les risques, dans le but d\u2019accro\u00eetre la valeur pour les parties prenantes d\u2019une entreprise, et de soutenir les plans et les objectifs strat\u00e9giques. En appliquant leurs comp\u00e9tences et leur expertise uniques, les actuaires qui travaillent en GRE\u202f:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Sensibilisent \u00e0 l\u2019\u00e9gard des risques auxquels les organisations pourraient \u00eatre expos\u00e9es et fournissent une formation en la mati\u00e8re;&nbsp;<\/li>\n\n\n\n<li>Aident les organisations \u00e0 maximiser leurs profits, augmenter la valeur comptable et \u00e9largir leurs activiti\u00e9s dans de nouveaux march\u00e9s;&nbsp;<\/li>\n\n\n\n<li>Habilitent les organisations \u00e0 saisir les occasions et \u00e0 tenir leurs promesses.&nbsp;<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Le GRE ne s\u2019applique pas uniquement aux risques financiers, mais plut\u00f4t \u00e0 une panoplie de risques, notamment strat\u00e9giques, op\u00e9rationnels et autres. En int\u00e9grant des techniques de mod\u00e9lisation d\u2019autres domaines de pratique dans la GRE, les actuaires sont en mesure d\u2019appliquer leurs comp\u00e9tences dans un nouveau domaine et de fournir des informations qui ne sont peut-\u00eatre pas pr\u00e9sentes dans d\u2019autres disciplines.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"h-ressources-sur-la-gre\"><strong>Ressources sur la GRE<\/strong><\/h2>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"h-fondation\">Fondation<\/h3>\n\n\n  <div class=\"accordions\">\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568dae7d-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568dae7d\">\n          Cadre de GRE          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568dae7d\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568dae7d-toggle\">\n          <p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/223119f\/\" rel=\"noreferrer noopener\">Gestion du risque d\u2019entreprise : G\u00e9rer les risques en p\u00e9riode\u00a0d\u2019incertitude<\/a>\u00a0(ICA\/2023)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/221035f\/\" rel=\"noreferrer noopener\">Document d\u2019appui \u00e0 la pratique : Aspects actuariels de la gestion du risque<\/a>\u00a0(ICA\/2021)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/221124f\/\" rel=\"noreferrer noopener\">Document d\u2019appui \u00e0 la pratique : Propension \u00e0 prendre des risques<\/a>\u00a0(Direction du d\u00e9veloppement de la pratique\/2021)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/rp220059f\/\" rel=\"noreferrer noopener\">Soins de longue dur\u00e9e futurs au Canada \u2013 Un cadre de gestion du risque d\u2019entreprise pour cerner et quantifier les principales pr\u00e9occupations<\/a>\u00a0(SOA, CAS, ICA\/2020)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/library\/newsletters\/reinsurance-section-news\/2020\/september\/rsn-09-2020-alvarez-troutman.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Enterprise Risk Management for a Captive Audience<\/a>\u00a0(Alvarez et Troutman\/2020)<\/p>\n<p>\u00ab\u00a0<a href=\"https:\/\/theactuarymagazine.org\/hungry-for-risk\/\" target=\"_blank\" rel=\"noreferrer noopener\">Hungry for Risk?<\/a>\u00a0\u00bb\u00a0(Scotchie et Murphy\/2019)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/219125f\/\" rel=\"noreferrer noopener\">Gestion\u00a0du risque d&rsquo;entreprise 2019 : La nouvelle vague de risques<\/a>\u00a0(ICA\/2019)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/218044f\/\" rel=\"noreferrer noopener\">La gestion nationale du risque : Approche pratique en mati\u00e8re de GRE \u00e0 l\u2019intention des gouvernements f\u00e9d\u00e9raux<\/a>\u00a0(Sim Segal\/2018)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/CTTEES_FINRISKS\/Papers\/ActuarialAspectsofERMforInsuranceCompanies_January2016.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Actuarial Aspects of ERM for Insurance Companies<\/a>\u00a0(AAI\/2016)<\/p>\n<p><a href=\"https:\/\/www.finance.gov.au\/sites\/default\/files\/2019-11\/case-study-defining-risk-appetite-and-tolerance.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Case Study: Defining Risk Appetite and Tolerance<\/a>\u00a0(Australian Government Department of Finance\/2016)<\/p>\n<p><a href=\"https:\/\/www2.deloitte.com\/content\/dam\/Deloitte\/uk\/Documents\/audit\/deloitte-uk-erm-a-risk-intelligent-approach.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Enterprise Risk Management:\u00a0A \u201crisk-intelligent\u201d\u00a0approach<\/a>\u00a0(Deloitte\/2015)<\/p>\n<p><a href=\"https:\/\/www.thecroforum.org\/wp-content\/uploads\/2015\/04\/CROC-CROF-RA-survey-publication-final-2.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Risk Appetite: Survey Results<\/a>\u00a0(CRO Forum\/2015)<\/p>\n<p><a href=\"https:\/\/www.actuaries.asn.au\/Library\/Reports\/2015\/LifeRiskAppetitePaper.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Developing the Risk Appetite Framework of a Life Insurance Business<\/a>\u00a0(Institute of Actuaries of Australia\/2015)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/CTTEES_ORSA\/Reports\/PublishCopy_DerivingValuefromORSA_BoardPerspective_March2015Final.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Deriving Value from ORSA Board Perspective<\/a>\u00a0(AAI\/2015)<\/p>\n<p><a href=\"https:\/\/www.fsb.org\/wp-content\/uploads\/140407.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Guidance on Supervisory Interaction with Financial Institutions on Risk Culture \u2013 A Framework for Assessing Risk Culture<\/a>\u00a0(FSB\/2014)<\/p>\n<p><a href=\"https:\/\/halshs.archives-ouvertes.fr\/halshs-01020293\/document\" target=\"_blank\" rel=\"noreferrer noopener\">Risk Appetite in Practice: Vulgaris Mathematica<\/a>\u00a0(Hassani\/2014)<\/p>\n<p><a href=\"https:\/\/www.thecroforum.org\/wp-content\/uploads\/2013\/12\/CRO-Forum-Council-Risk-Appetite-FINAL-2.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Establishing and Embedding Risk Appetite: Practitioners\u2019 View<\/a>\u00a0(CRO Forum\/2013)<\/p>\n<p><a href=\"https:\/\/www.fsb.org\/wp-content\/uploads\/r_131118.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Principles for An Effective Risk Appetite Framework<\/a>\u00a0(FSB\/2013)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/Files\/Research\/Projects\/research-risk-app-link-report.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Risk Appetite: Linkage with Strategic Planning<\/a>\u00a0(Shang et Chen\/2012)<\/p>\n<p><a href=\"https:\/\/web.actuaries.ie\/sites\/default\/files\/event\/2011\/04\/constructing_a_risk_appetite_framework_-_an_introduction1.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Introduction to Constructing a Risk Appetite Framework<\/a>\u00a0(Society of Actuaries in Ireland\/2011)<\/p>\n<p><a href=\"https:\/\/www.simergy.com\/thought-leadership\/erm-book\/\" target=\"_blank\" rel=\"noreferrer noopener\">Corporate Value of Enterprise Risk Management\u00a0(achat requis)<\/a>\u00a0(Sim Segal\/2011)<\/p>\n<p>\u00ab\u00a0<a href=\"https:\/\/www.slideshare.net\/hzaitoun\/a-structured-approach-to-enterprise-risk-management-erm-and-the-requirements-of-iso-31000\" target=\"_blank\" rel=\"noreferrer noopener\">A structured approach to Enterprise Risk Management (ERM) and the requirements of ISO 31000<\/a>\u00a0\u00bb<br \/>\n(Airmic\/2010)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/CTTEES_FINRISKS\/Documents\/CARE_EN.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Comprehensive Actuarial Risk Evaluation<\/a>\u00a0(AAI\/2010)<\/p>\n<p><a href=\"https:\/\/erm.ncsu.edu\/library\/article\/risk-culture-companies\" target=\"_blank\" rel=\"noreferrer noopener\">\u201cRisk Culture of Companies\u201d (abstrait)<\/a>\u00a0(Farrell et Hoon\/2009)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org.uk\/system\/files\/documents\/pdf\/iaapracticenote.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Practice Note on Enterprise Risk Management for Capital and Solvency Purposes in the Insurance Industry<\/a>\u00a0(AAI\/2008)<\/p>\n<p><a href=\"https:\/\/www.amazon.ca\/Enterprise-Risk-Management-Incentives-Controls\/dp\/0471430005\" target=\"_blank\" rel=\"noreferrer noopener\">Enterprise Risk Management: From Incentives to Controls\u00a0(achat requis)<\/a>\u00a0(James Lam\/2003)<\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568db8d5-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568db8d5\">\n          Sujets g\u00e9n\u00e9raux          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568db8d5\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568db8d5-toggle\">\n          <p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/rp222131f\/\" rel=\"noreferrer noopener\">\u00c9tats-Unis et Canada : Une \u00e9poque de gestion du risque d\u2019entreprise \u00e0 valeur ajout\u00e9e<\/a> (SOA, CAS, ICA\/2022)<\/p>\n<p><a href=\"https:\/\/actuaries.asn.au\/Library\/Miscellaneous\/2018\/TheDialogue4SocialRisksWEB.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Social Risks \u2013 for a Financial Services Business<\/a> (Ian Laughlin\/2018)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org.uk\/system\/files\/field\/document\/Risk%20Management%20booklet.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Risk management \u2013 an actuarial approach<\/a> (IFoA \/2017)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/216001f\/\" rel=\"noreferrer noopener\">La GRE, comment la gouverner?<\/a> (Commission des applications en gestion du risque d\u2019entreprise de l\u2019ICA\/2016)<\/p>\n<p><a href=\"https:\/\/www.youtube.com\/watch?v=sLqLLRs8mYU\" target=\"_blank\" rel=\"noreferrer noopener\">ERM Governance Issue Discussion #1<\/a> (ICA, Micheline Dionne\/2015)<\/p>\n<p><a href=\"https:\/\/www.youtube.com\/watch?v=ttD53MrYVvk\" target=\"_blank\" rel=\"noreferrer noopener\">ERM Governance Issue Discussion #2<\/a> (ICA, Minaz Lalani\/2015)<\/p>\n<p><a href=\"https:\/\/www.youtube.com\/watch?v=tBeiio7kyw0\" target=\"_blank\" rel=\"noreferrer noopener\">ERM Governance Issue Discussion #3<\/a> (ICA, Kathryn Hyland\/2015)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/Files\/Research\/Projects\/research-2013-black-swan.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Recognizing When Black Swans Aren\u2019t<\/a> (Guntram Fritz Albin Werther\/2013)<\/p>\n<p><a href=\"https:\/\/web.actuaries.ie\/sites\/default\/files\/erm-resources\/orsa_international_requirement.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">ORSA \u2013 An international requirement<\/a> (Milliman\/2013)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/CTTEES_SOLV\/Documents\/Internal_Models_EN.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Note on the use of Internal Models for Risk and Capital Management Purposes by Insurers<\/a> (AAI\/2010)<\/p>\n<p><a href=\"https:\/\/www.researchgate.net\/publication\/251203236_What_Is_a_Good_External_Risk_Measure_Bridging_the_Gaps_between_Robustness_Subadditivity_and_Insurance_Risk_Measures\" target=\"_blank\" rel=\"noreferrer noopener\">What Is a Good External Risk Measure: Bridging the Gaps between Robustness, Subadditivity, and Insurance Risk Measures<\/a> (Heyde, Kou et Pen\/2009)<\/p>\n<p><a href=\"https:\/\/www.yumpu.com\/en\/document\/view\/6768363\/reform-in-the-financial-services-industry-institute-of-international-\" target=\"_blank\" rel=\"noreferrer noopener\">Reform in the Financial Services Industry: Strengthening Practices for a More Stable System (achat requis)<\/a> (IIF\/2009)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/library\/professional-actuarial-specialty-guides\/enterprise-risk-management\/2005\/august\/spg0605erm.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Enterprise Risk Management Specialty Guide<\/a> (SOA\/2006)<\/p>\n<p><a href=\"https:\/\/www.casact.org\/sites\/default\/files\/database\/studynotes_hardy4.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">An Introduction to Risk Measures for Actuarial Applications<\/a> (Mary R. Hardy\/2006)<\/p>\n<p><a href=\"https:\/\/www.researchgate.net\/publication\/227614132_Coherent_Measures_of_Risk\" target=\"_blank\" rel=\"noreferrer noopener\">Coherent Measures of Risk<\/a> (Artzner, Delbaen, Jean-Marc et Heath\/1999)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/library\/research\/actuarial-research-clearing-house\/1990-99\/1997\/arch-1\/arch97v16.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Axiomatic Characterization of Insurance Prices<\/a> (Wang, Young et Panjer\/1997)<\/p>\n        <\/div>\n      <\/div>\n      <\/div>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"h-sujets-specifiques\">Sujets sp\u00e9cifiques<\/h3>\n\n\n  <div class=\"accordions\">\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e280c-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e280c\">\n          Risques d\u2019assurance (y compris les risques climatiques et li\u00e9s aux dangers)          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e280c\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e280c-toggle\">\n          <p><a href=\"https:\/\/www.bis.org\/bcbs\/publ\/d532.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Principles for the effective management and supervision of climate-related financial risks<\/a>\u202f(Basel Committee on Banking Supervision\/2022)<\/p>\n<p>\u00ab <a href=\"https:\/\/www.soa.org\/sections\/investment\/investment-newsletter\/2020\/december\/rr-2020-12-campbell\/\" target=\"_blank\" rel=\"noreferrer noopener\">Is It Really Different This Time?<\/a> \u00bb (Mary Pat Campbell\/2020)<\/p>\n<p><a href=\"https:\/\/www.abi.org.uk\/globalassets\/sitecore\/files\/documents\/publications\/public\/2014\/prudential-regulation\/nonmodelled-risks-a-guide-to-more-complete-catastrophe-risk-assessment-for-reinsurers.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Non-modelled Risks<\/a>\u202f(Association of British Insurers\/2014)<\/p>\n<p><a href=\"https:\/\/www.lloyds.com\/news-and-insights\/risk-reports\/library\/catastrophe-modelling-and-climate-change\" target=\"_blank\" rel=\"noreferrer noopener\">Catastrophe Modelling and Climate Change<\/a>\u202f(Lloyd\u2019s\/2014)<\/p>\n<p><a href=\"https:\/\/web-archive.oecd.org\/2022-10-18\/99884-46891645.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Geomagnetic Storms<\/a>\u202f(OECD\/2011)<\/p>\n<p><a href=\"https:\/\/www.iclr.org\/wp-content\/uploads\/PDFS\/making-flood-insurable-for-canadian-homeowners.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Making Flood Insurable for Canadian Homeowners<\/a>\u202f(Swiss Re\/2010)<\/p>\n<p><a href=\"http:\/\/www.pacicc.ca\/wp-content\/uploads\/2017\/11\/Time-Horizons-and-Terminal-Provisions.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Research Paper on Time Horizons and Terminal Provisions<\/a>\u202f(KPMG\/2010)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/ASTIN\/Colloquia\/Manchester\/Papers\/ohlsson_paper_final.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">The One-year Non-life Insurance Risk<\/a>\u202f(Esbojorn Ohlsson et Jan Lauzeningks\/2010)<\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e2bbc-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e2bbc\">\n          Risques de march\u00e9 (y compris les risques de liquidit\u00e9)          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e2bbc\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e2bbc-toggle\">\n          <p><a href=\"https:\/\/www.amazon.ca\/Bond-Portfolio-Investing-Risk-Management\/dp\/0071623701\" target=\"_blank\" rel=\"noreferrer noopener\"><span data-contrast=\"none\"><span data-ccp-charstyle=\"Hyperlink\">Bond Portfolio Investing and Risk Management<\/span><\/span><span data-contrast=\"none\"><span data-ccp-charstyle=\"Hyperlink\">\u202f(achat requis)<\/span><\/span><\/a><span data-contrast=\"none\"><span data-ccp-parastyle=\"Normal (Web)\">\u202f(<\/span><span data-ccp-parastyle=\"Normal (Web)\">Vineer<\/span><span data-ccp-parastyle=\"Normal (Web)\">\u00a0Bhansali\/2010)<\/span><\/span><\/p>\n<p><a href=\"https:\/\/www.kevindowd.org\/measuring-market-risk\/\" target=\"_blank\" rel=\"noreferrer noopener\"><span data-contrast=\"none\">Measuring Market Risk<\/span><\/a><span data-contrast=\"none\">\u202f(Kevin Dowd\/2005)<\/span><\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e2f31-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e2f31\">\n          Risques de cr\u00e9dit          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e2f31\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e2f31-toggle\">\n          <p><a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=1180302\" target=\"_blank\" rel=\"noreferrer noopener\">Development and Validation of Credit Scoring Models<\/a>\u202f(Glennon, Kiefer, Larson et Choi\/2008)<\/p>\n<p><a href=\"https:\/\/www.bis.org\/publ\/bcbs126.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Sound credit risk assessment and valuation for loans<\/a>\u202f(BCBS\/2006)<\/p>\n<p><a href=\"https:\/\/arxiv.org\/pdf\/cond-mat\/0411699.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Estimating Probabilities of Default for Low Default Portfolios<\/a>\u202f(Pluto et Tasche\/2005)<\/p>\n<p><a href=\"http:\/\/www.infoagora.com\/htm\/RMA_sep04.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Empirical Validation of Retail Credit-Scoring Models<\/a>\u202f(Grigoris Karakoulas\/2004)<\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e317b-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e317b\">\n          Risques op\u00e9rationnels          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e317b\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e317b-toggle\">\n          <p><a href=\"https:\/\/www.bis.org\/bcbs\/publ\/d515.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Revisions to the Principles for the Sound Management of Operational Risk<\/a>\u202f(Basel Committee on Banking Supervision\/2021)<\/p>\n<p><a href=\"https:\/\/www.bis.org\/bcbs\/publ\/d516.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Principles for Operational Resilience<\/a>\u202f(Basel Committee on Banking Supervision\/2021)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org.uk\/system\/files\/field\/document\/Operational%20Risk%20Dependency%20Paper.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Operational Risk Dependencies<\/a> (P.O.J. Kelliher\/2020)<\/p>\n<p><a href=\"https:\/\/www.cambridge.org\/core\/journals\/british-actuarial-journal\/article\/good-practice-guide-to-setting-inputs-for-operational-risk-models\/0FDB4F661A0D29AAE286AE2E7FEC96BC\" target=\"_blank\" rel=\"noreferrer noopener\">Good Practice Guide to Setting Inputs for Operational Risk Models<\/a>\u202f(P.O.J. Kelliher\/2016)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/Library\/Newsletters\/The-Actuary-Magazine\/2015\/june\/act-2015-vol12-iss3-zimpleman.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Operational Risk \u2013 What is it? And What Do I Do About It?<\/a>\u00a0(Larry Zimpleman,<br \/>\nSOA\/2015)<\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e3413-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e3413\">\n          Risques de mod\u00e9lisation          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e3413\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e3413-toggle\">\n          <p><a href=\"https:\/\/web.actuaries.ie\/sites\/default\/files\/erm-resources\/model_risk_mitigation_and_cost_reduction_through_effective_documentation.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">Model risk mitigation and cost reduction through effective<br \/>\ndocumentation<\/a> (PwC\/2013)<\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e3551-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e3551\">\n          Risques li\u00e9s \u00e0 la r\u00e9glementation\/loi\/politique          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e3551\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e3551-toggle\">\n          <p><a href=\"https:\/\/www.fsb.org\/2014\/04\/140407\/\" target=\"_blank\" rel=\"noreferrer noopener\">Guidance on Supervisory Interaction with Financial Institutions on Risk Culture: A Framework for Assessing Risk Culture<\/a>\u202f(FSB\/2014)<\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e365c-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e365c\">\n          Regroupement et diversification          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e365c\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e365c-toggle\">\n          <p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/223105f\/\">Document d\u2019appui \u00e0 la pratique : Diversification du risque<\/a>\u202f(Direction du d\u00e9veloppement de la pratique\/2023)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/216037f\/\" rel=\"noopener\">Document de recherche sur l\u2019agr\u00e9gation et la diversification des risques<\/a>\u202f(ICA\/2016)<\/p>\n<p>\u00ab <a href=\"https:\/\/www.cambridge.org\/core\/journals\/british-actuarial-journal\/article\/abs\/difficult-risks-and-capital-models\/FF7A441C9F4FFC73E7030462C8E447AE#access-block\" target=\"_blank\" rel=\"noopener\">Difficult risks and capital models (purchase required)<\/a>\u202f\u00bb (Extreme Events Working Party\/2014)<\/p>\n<p><a href=\"https:\/\/www.casact.org\/sites\/default\/files\/2021-07\/Capital-Allocation-Bodoff.pdf\" target=\"_blank\" rel=\"noopener\">Capital Allocation by Percentile Layer<\/a>\u202f(Neil M. Bodoff\/2013)<\/p>\n<p><a href=\"https:\/\/www.thecroforum.org\/wp-content\/uploads\/2013\/10\/CRO-Forum-Diversification-paper-October-2013-final1-2.pdf\" target=\"_blank\" rel=\"noopener\">Diversification Consideration on Modelling Aspects &amp; Related Fungibility and Transferability<\/a>\u202f(CRO Forum\/2013)<\/p>\n<p><a href=\"https:\/\/www.bis.org\/publ\/bcbs239.pdf\" target=\"_blank\" rel=\"noopener\">Principles for effective risk data aggregation and risk reporting<\/a>\u202f(BCBS\/2013)<\/p>\n<p><a href=\"https:\/\/www.bis.org\/publ\/joint25.pdf?frames=0\" target=\"_blank\" rel=\"noopener\">Developments in Modelling Risk Aggregation<\/a>\u202f(BCBS\/2010)<\/p>\n<p><a href=\"https:\/\/www.math.kth.se\/matstat\/seminarier\/reports\/M-exjobb09\/090302a.pdf\" target=\"_blank\" rel=\"noopener\">Inter-Risk Correlation within Economic Capital<\/a>\u202f(Hanna Larsson\/2009)<\/p>\n<p><a href=\"https:\/\/arxiv.org\/pdf\/0708.2542.pdf\" target=\"_blank\" rel=\"noopener\">Capital Allocation to Business Units and Sub-Portfolios: the Euler Principle<\/a>\u202f(Dirk Tasche\/2008)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/files\/research\/research-framework-inc-div.pdf\" target=\"_blank\" rel=\"noopener\">A framework for incorporating diversification in the solvency assessment of insurers<\/a>\u202f(CRO Forum, 2005)<\/p>\n        <\/div>\n      <\/div>\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e3a37-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e3a37\">\n          Risques \u00e9mergents          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e3a37\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e3a37-toggle\">\n          <p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/rp222113f\/\" rel=\"noopener\">15e Sondage sur les risques \u00e9mergents<\/a>\u202f(SOA, CAS et l\u2019ICA\/2022)<\/p>\n<p>\u00ab <a href=\"https:\/\/theactuarymagazine.org\/an-evolving-emerging-risk\/\" target=\"_blank\" rel=\"noopener\">An Evolving Emerging Risk: Interest in climate change is growing among risk managers<\/a> \u00bb (Max J. Rudolph\/2021)<\/p>\n<p><a href=\"https:\/\/www.theirm.org\/media\/9230\/charities-sig-an-introduction-to-emerging-risks-and-how-to-identify-them.pdf\" target=\"_blank\" rel=\"noopener\">An introduction to emerging risks and how to identify them<\/a>\u202f(IRM\/2021)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/files\/resources\/research-report\/2020\/quantification-cyber-risk.pdf\" target=\"_blank\" rel=\"noopener\"><em>Quantification of Cyber Risk for Actuaries: An Economic-Functional Approach<\/em><\/a>\u202f(SOA, CAS et l\u2019ICA\/2020)<\/p>\n<p><a href=\"https:\/\/www.thecroforum.org\/wp-content\/uploads\/2020\/06\/ERI-Risk-Radar-2020-update.pdf\" target=\"_blank\" rel=\"noopener\">Emerging Risks Initiative: Major Trends and Emerging Risk Radar<\/a>\u202f(CRO Forum\/2020)<\/p>\n<p><a href=\"https:\/\/www-axa-com.cdn.axa-contento-118412.eu\/www-axa-com%2F744a1c88-b1a7-4103-a831-a84f72578a0f_1910-15+future+risks+report+final.pdf\" target=\"_blank\" rel=\"noopener\">Future Risks Report<\/a>\u202f(AXA\/2019)<\/p>\n<p><a href=\"https:\/\/erm.ncsu.edu\/library\/article\/taking-a-strategic-approach-to-emerging-risks\" target=\"_blank\" rel=\"noopener\">Taking a Strategic Approach to Emerging Risks<\/a>\u202f(Bonnie Hancock\/2016)<\/p>\n<p><a href=\"https:\/\/www.actuaries.asn.au\/Library\/Events\/SUM\/2013\/5c-CorriganAllan.pdf\" target=\"_blank\" rel=\"noopener\">Emerging Risk Assessment<\/a>\u202f(Allan et Corrigan\/2013)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/rp221014f\/\">14e sondage annuel sur les risques \u00e9mergents \u2013 Principales constatations<\/a>\u202f(SOA, CAS et l\u2019ICA\/2021)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/220034f\/\">13e sondage annuel sur les risques<\/a> (SOA, CAS et l\u2019ICA\/2020)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/219115f\/\">12e sondage annuel sur les risques \u00e9mergents<\/a> (SOA, CAS et l\u2019ICA\/2019)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/219038f\/\">12e sondage annuel sur les risques \u00e9mergents \u2013 Principales constatations<\/a>\u202f(SOA, CAS et l\u2019ICA\/2019)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/218127f\/\">11e sondage sur les risques \u00e9mergents<\/a> (SOA, CAS et l\u2019ICA\/2018)<\/p>\n<p><a href=\"https:\/\/www.cia-ica.ca\/fr\/publications\/218043f\/\">11e sondage annuel sur les risques \u00e9mergents \u2013 Principales constatations<\/a>\u202f(SOA, CAS et l\u2019ICA\/2018)<\/p>\n<p><a href=\"https:\/\/www.soa.org\/globalassets\/assets\/files\/research\/projects\/10th-survey-emerging-risks.pdf\" target=\"_blank\" rel=\"noopener\">10e sondage annuel sur les risques \u00e9mergents<\/a> (SOA, CAS et l\u2019ICA\/2017)<\/p>\n        <\/div>\n      <\/div>\n      <\/div>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"h-normes-de-pratique\">Normes de pratique<\/h3>\n\n\n  <div class=\"accordions\">\n                <div class=\"accordions__dropdown dropdown\">\n        <button id=\"content-dropdown-6a34a568e4415-toggle\" class=\"accordions__toggle dropdown__toggle\" aria-expanded=\"false\" aria-controls=\"content-dropdown-6a34a568e4415\">\n          Autres organisations          <i class=\"icon far fa-chevron-up\" aria-hidden=\"true\"><\/i>\n          <i class=\"icon far fa-chevron-down\" aria-hidden=\"true\"><\/i>\n        <\/button>\n        <div id=\"content-dropdown-6a34a568e4415\" class=\"accordions__content dropdown__content\" aria-expanded=\"false\" aria-labelledby=\"content-dropdown-6a34a568e4415-toggle\">\n          <p><a href=\"http:\/\/www.actuarialstandardsboard.org\/wp-content\/uploads\/2014\/02\/asop012_132.pdf\" target=\"_blank\">ASOP 12 \u2013 Risk Classification<\/a>\u202f(ASB\/2011)<\/p>\n<p><a href=\"https:\/\/www.actuarialstandardsboard.org\/wp-content\/uploads\/2017\/01\/asop023_185.pdf\" target=\"_blank\">ASOP 23 \u2013 Data Quality<\/a>\u202f(ASB\/2016)<\/p>\n<p><a href=\"http:\/\/www.actuarialstandardsboard.org\/wp-content\/uploads\/2013\/12\/asop046_165.pdf\" target=\"_blank\">ASOP 46 \u2013 Risk Evaluation in Enterprise Risk Management<\/a>\u202f(ASB\/2012)<\/p>\n<p><a href=\"http:\/\/www.actuarialstandardsboard.org\/wp-content\/uploads\/2014\/02\/asop047_169.pdf\" target=\"_blank\">ASOP 47 \u2013 Risk Treatment in Enterprise Risk Management<\/a>\u202f(ASB\/2012)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/IAA\/Documents\/CTTEES_ASC\/Final_ISAPs_Posted\/ISAP_1A_Final_December2018_Web.pdf\" target=\"_blank\">ISAP 1A \u2013 Governance of Models<\/a>\u202f(AAI\/2018)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/IAA\/Documents\/CTTEES_ASC\/Final_ISAPs_Posted\/ISAP6_Final_Adopted1Dec2018.pdf\" target=\"_blank\">ISAP 6 \u2013 Enterprise Risk Management Programs and IAIS Insurance Core Principles<\/a>\u202f(AAI\/2018)<\/p>\n<p><a href=\"https:\/\/www.actuaries.org\/IAA\/Documents\/CTTEES_ASC\/Final_ISAPs_Posted\/ISAP5_ConformanceChanges_1Dec2018.pdf\" target=\"_blank\">ISAP 5 \u2013 Insurer Enterprise Risk Models<\/a>\u202f(AAI\/2018)<\/p>\n<p><a href=\"https:\/\/www.actuary.org\/sites\/default\/files\/files\/ERM_practice_note_030713_exposure.pdf\" target=\"_blank\">Insurance Enterprise Risk Management Practices<\/a>\u202f(AAA\/2013)<\/p>\n        <\/div>\n      <\/div>\n      <\/div>\n","protected":false},"excerpt":{"rendered":"<p>Les entreprises et les organisations sont constamment confront\u00e9es \u00e0 des incertitudes provoqu\u00e9es par la croissance de la concurrence, la volatilit\u00e9 du march\u00e9, la raret\u00e9 du capital et l\u2019\u00e9volution de la l\u00e9gislation. Pour r\u00e9ussir tout en r\u00e9pondant aux attentes de leurs [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":2552,"menu_order":5,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"ep_exclude_from_search":false,"wicket_organization":"","footnotes":""},"class_list":["post-4971","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/pages\/4971","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/comments?post=4971"}],"version-history":[{"count":58,"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/pages\/4971\/revisions"}],"predecessor-version":[{"id":604365,"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/pages\/4971\/revisions\/604365"}],"up":[{"embeddable":true,"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/pages\/2552"}],"wp:attachment":[{"href":"https:\/\/www.cia-ica.ca\/fr\/wp-json\/wp\/v2\/media?parent=4971"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}