ERM   Learning Center


Topic Replies Activity
Value at Risk - Ch.7: Portfolio Risk: Analytical Methods 1 January 30, 2018
Value at Risk - Ch.5: Computing VaR 1 July 1, 2018
ERM-102-12: Value-at-Risk: Evolution, Deficiencies, and Alternatives 1 April 13, 2018
Value at Risk - Ch.18: Credit Risk Management (Excluding Appendices) 1 June 20, 2018
ASOP 23: Data Quality 1 January 26, 2018
ERM-105-12: Coherent Measures of Risk – An Exposition for the Lay Actuary 1 January 26, 2018
Summary of “Variance of the CTE Estimator” Risk Management 1 June 20, 2018
Modeling Tail Behavior with Extreme Value Theory, Risk Management 1 January 26, 2018
ERM-120-14: IAA Note on Stress Testing and Scenario Analysis 1 January 26, 2018
ERM-118-14: Model Validation Principles Applied to Risk and Capital Models in the Insurance Industry 1 January 26, 2018
ERM-106-12: Economic Capital-Practical Considerations 1 January 26, 2018
ERM-127-17: Quantitative Enterprise Risk Management - Ch. 2: Risk Taxonomy 1 June 1, 2018
FERM - Ch.15.5: Unquantifiable Risks 4 February 6, 2019
Value at Risk - Ch.13: Liquidity Risk 10 February 3, 2019
ERM-702-12: IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry 11 February 1, 2019
FERM - Ch. 8: Risk Identification 14 January 30, 2019
ERM-119-14: Aggregation of Risks and Allocation of Capital 2 January 25, 2019
ERM-104-12: Study Note on Parameter Risk 16 January 16, 2019
ERM-115-13: Creating an Understanding of Special Purpose Vehicles 9 January 16, 2019
Embedded Options in Pension Plans, pp. 6-7 and 28-60 1 January 30, 2018
Corporate Pension Risk Management and Corporate Finance: Bridging the Gap between Theory and Practice in Pension Risk Management 1 January 30, 2018
Pension Risk Transfer, pp. 1-7 and 11-46 1 January 30, 2018
Quantifying Defined Contribution Risk 1 January 30, 2018
ERM-330-17: Liability Relative Investing I 1 January 30, 2018
ERM-329-17: Risk Factors as building blocks for Portfolio Diversification: The Chemistry of Asset Allocation 1 January 30, 2018
ERM-328-17: Retirement for the Ages 1 January 30, 2018
ERM-327-17: Pension Funding Strategy 1 January 30, 2018
ERM-321-14: LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to Changes in Funded Status 1 January 30, 2018
ERM-309-13: Risk Assessment Framework for Federal Regulated Private Pension Plans 1 January 30, 2018
ERM-419-19: How Life Insurers Combat Anti-Selection 1 December 24, 2018