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Table of Contents
- Introduction to IAA Risk Book – by David Sandberg (approved on 29 September 2015)
- Actuarial Function – by Stuart Wason (approved on 31 August 2015)
- Professional Standards – by Godfrey Perrott (approved on 23 July 2015)
- Operational Risk (clean copy) (marked up version)– by Peter Boller, Caroline Grégoire, and Toshihiro Kawano (approved on 15 September 2015 and amended on 8 March 2016)
- Catastrophe Risk – by Karen Clark, Vijay Manghnani, and Hsiu-Mei Chang (approved on 31 August 2015)
- Non-proportional Reinsurance – by Michael Eves, Alexander Fritsch, and Eberhard Müller (approved on 8 September 2015)
- Intra-Group Reinsurance – by IAA Reinsurance Sub-committee (approved on 19 August 2015)
- Addressing the Consequences of Insurance Groups- by Alan Joynes, Ralph Blanchard and Stuart Wason (approved on 8 March 2016)
- Distribution Risk- by Sam Gutterman (approved on 8 March 2016)
- ORSA- by Maryellen Coggins, Nick Dexter, Malcolm Kemp and John Oost (approved on 8 March 2016)
- Resolution of Insolvencies - by Nick Dexter (approved on 8 April 2016)
- Capital - A Regulatory Management Tool - by Dave Sandberg (approved on 16 August 2017)
- Asset Liability Management - by Charles Gilbert (approved on 24 October 2016)
- Financial Statements - by Michael Eves, Tom Herget, Francis de Regnaucourt, Stuart Wason (approved on 5 November 2016)
- Governance of Models - by Trevor Howes, Godfrey Perrott, Sheldon Selby, David Sherwood (approved on 9 September 2016, revised 21 May 2019)
- Materiality, Proportionality, Etc.- by Ralph Blanchard (approved on 10 October 2016)
- Risk and Uncertainty - by Sam Gutterman (approved on 6 June 2017)
- Policyholder Behaviour and Management Actions - by Jari Niittuinperä (approved on 14 February 2017; revised and approved on 21 February 2020)
- Appropriate Applications of Stress and Scenario Testing - by Eberhard Müller and Dave Sandberg (approved on 21 February 2020)
Chapters under development:
Dynamic Hedging - Michael Scriver and Charles Gilbert
Archive of superseded versions:
Chapter 4: Operational Risk – by Peter Boller, Caroline Grégoire, and Toshihiro Kawano (approved on 15 September 2015)
Chapter 15: Governance of Models - by Trevor Howes, Godfrey Perrott, Sheldon Selby, David Sherwood (approved on 9 September 2016)
Chapter 18: Policyholder Behaviour and Management Actions - by Jari Niittuinperä (approved on 14 February 2017)
Each paper has an email address (riskbookcomments@actuaries.org) posted in the footer to allow readers to easily submit comments to the author, or to report problems with the website.
Events that have discussed the Risk Book:
» Tuesday, 22 March 2016 - Webinar Recording: Recording click here
Presentation Deck:
Click here
» Monday, 21 September 2020 - Risk Management: ERM Risk (Webinar recording / Slides)
» Thursday, 22 October 2020 - Managing Crisis with The ORSA (Webinar recording / Slides)
» Friday, 20 November 2020 - Actuarial Functions: The Next Generation (Webinar recording / Slides)
» Tuesday, 26 January 2021 - Stress and Scenario Testing - A Modern Update (Webinar recording / Slides)
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