2014 CONGRESO INTERNACIONAL DE ACTUARIOS

Comités

Pensiones y ERM (Administración de Riesgo Empresarial)

The disciplines of enterprise risk management (ERM) as applied to pension plan management and as embraced by pension plan sponsors are drawing more and more attention around the globe. Here we identify several current papers representing some of the cutting edge thinking in this emerging discipline.

Documentos

• Good practices on pension funds’ use of alternative investments and derivatives
         By OECD [2011]
• Good practices for pension funds’ risk management systems
         By OECD [2011]
• Private pensions: Default investment strategies in defined contribution (DC) pension plans
         By Pablo Antolin, Stéphanie Payet and Juan Yermo, OECD [2010]
• Defined benefit pension schemes and counter-cyclical pension funding regulations
         By Juan Yermo and Claire Severinson, OECD [2010]
• Pension Funds’ Risk-management Framework: Regulation and Supervisory Oversight
         By Fiona Stewart, OECD [2010]
• Managing investment risk in defined benefit pension funds
         By Dorothee Franzen, OECD [2010]
• Entity-wide risk management for pension funds – A discussion paper
         By M.H.D. Kemp and C.C. Patel [2011]
• Note on Enterprise Risk Management for Pensions
         Prepared by the Pensions and Employee Benefits Committee of the IAA [2011]
• Risk Management and Public Plan Retirement Systems
         Prepared by the Public Plans Practices Task Force of the American Academy of Actuaries [2010]
• Risk management for pension funds
         By Jon Hatchett, David Bowie, Nick Forrester [2010]
• Enterprise Risk Management at the UK Pension Protection Fund
         By J-P. Charmaille and M.G. Clarke [2012]
• Application of Enterprise Risk Management Principles to the Running of Occupational Pension Schemes in Ireland
         By D O’Sullivan and I Sykes [2009]
         The Society of Actuaries in Ireland subsequently published a Sample Risk Register for Pension Schemes