Concurrent Sessions

View Track Legend

*Tracks are indicated in parenthesis at the end of the session titles

G-Risk Governance

I–Risk Identification


DM–Decision Making

M–Risk Management


CR-Call for Papers/Roundtables

Tuesday, April 13, 2010

10:00–11:15 a.m. Concurrent Sessions 1

1A – A Practical Guide to Creating a Leading Practice Risk Appetite Statement (G)

1B – Identification of Emerging Risk Using Bayesian Conditional Probability (I)

1C – Quantifying Operational and Strategic Risks: An Advanced, Yet Practical Approach (DM)

1D – How Do We Impact Decision Making? (DM)

1E – Managing Liquidity (M)

1F – Agent-Based Models: ERM-Related Applications (R)

1G – Roundtable: Risk Appetite (CR)


11:45 a.m.–1:00 p.m. Concurrent Sessions 2

2A – Risk Governance (G)

2B - The Keys to Successful Risk Identification (I)

2C – Modeling Tail Events (Q)

2D – Making Better Decisions Using ERM (DM)

2E – Model Risk (M)

2F – What went wrong? Risk Management Lessons from the Crisis (G)

2G – Call for Paper Session: Behavioral Risk Management (CR)


2:00–3:15 p.m. Concurrent Sessions 3

3A – Successes and Challenges in Integrating an Economic Capital Allocation and Risk/Return Framework (G)

3B – The Use of Risk Models in Risk Identification (I)

3C – Counterfeit and Tampering Risk Modeling for Pharmaceuticals (Q)

3D – Reports from the Trenches (DM)

3E – A Practical Implementation of Solvency II and its Application to Decision Making (DM)

3F – Research Paper Session: Holistic Approach to Setting Risk Limits: ERM for the Masses (R)

3G – Roundtable: Risk Culture/Governance (CR)


3:45–5:00 p.m. Concurrent Sessions 4

4A – ERM and Regulatory Reform (G)

4B – Developing an Emerging Risk Strategy

4C – Economic Capital – Making it Happen (Q)

4D – Creating Value through ERM: Integrating Risk and Performance Management (DM)

4E – Managing Risk (M)

4F - ERM for the Smaller Company (G)

4G – Call for Paper Session: A Quantitative Perspective on ERM (CR)

Wednesday, April 14, 2010

10:00–11:15 a.m. Concurrent Sessions 5

5A – Integrating ERM and Incentive Compensation (G)

5B – Risk Identification- The Human Element (I)

5C – Investment and Reinsurance Counterparty Risk (Q)

5D – Risk- Based Decision Making – Incorporating Risk Management into the Investment Process (DM)

5E – Balancing Value Creation with Risk Management (M)

5F – Risk Aggregation Leading to Risk Appetite (Q)

5G – Call for Papers Session: Alternative Approaches to ERM (CR)


11:45 a.m.–1:00 p.m. Concurrent Sessions 6

6A – Creating a Risk Management Culture (G)

6B – Identifying the Operational Failures Underlying the Global Financial Crisis (I)

6C – (ECMs) and Stress/Scenario Testing: External Reviews and Independent Validation (Q)

6D – Property Catastrophe Risk Management and its Implications for ERM (DM)

6E – Embedding ERM - Setting a Risk Appetite (G)

6F – The Value of Operational Hedges in Enterprise Risk Management (R)

6G – Roundtable: Modeling Issues (CR)




Presented by:

CAS Canadian Institute of Actuaries PRMIA SOA

And in collaboration with:
  Asociacion Mexicana de Actuarios, A.C.     ERM-II     CONAC