ERM Study Schedule

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Purpose of Document

The goal of this sheet is to provide a study schedule for SOA exam ERM with the Invetsment supplement. This workb
detail here, so feel free to email me at grantbraam@gmail.com if you want help modifying it, or if you have any othe

The strategy implemented in this schedule is consistent with the study strategy created by Mike Jennings and Roy Ju
version here (http://www.rethinkstudying.com/fsa-exam-strategies-note-taking/). The default study schedule for thi
set this schedule to only include weekdays as initial reading days. Again, this may or may not work for you.

There are hidden sheets in this workbook that were hidden to clean up the interface that are only used to help cons

Description of Sheets
Study Schedule:
Purpose
This is the primary sheet to be used. This sheet displays the study schedule.

Columns
Aligned across from date (cell A7) are 3 seperate columns: initial reading, reading to answer questions for, and the re

Subcolumns
In each subcolumn of each of these larger columns are the same 2 subcolumns: Resource Number and Resource Nam

Colors
There are 3 colors on this sheet, each with their own significance:
Blue: Day-off/catch-up for this particular part of the reading.
Green: Reading for this particular column (initial reading, reading to answer questions for, or r
Red: Important reading. This indicates that the reading appears in multiple sections of the syl
topics the reading appears in across the syllabus is available in the Duplicated Readings shee

Dates
To modify the date at the top of the schedule, input your desired start date in the first date ce

Initial Reading Day

Purpose
This sheet is used to modify the study schedule. This modifies the initial reading day of each r

Usage
Within this sheet, the readings are hardcoded in. To modify the initial reading day, simply cha
originally set the initial reading day to only weekdays, but wanted to build in a larger buffer in
weekends, shifting the dates down and changing the schedule.

Duplicated Readings
Purpose
List of all readings that show up multiple times on the syllabus.

Usage
Reference. When completing a duplicated reading, it allows you to see which sections of the syllabus the reading is r

Readings
ment supplement. This workbook can be modified to include any of the supplements or for other FSA exams. I did not describe h
ng it, or if you have any other questions, comments, or concerns.

by Mike Jennings and Roy Ju. If you are not already familiar with their method, you can learn more in their book Rethink Studyi
efault study schedule for this document is my schedule, which due to personal circumstances is starting later than many of you
y not work for you.

at are only used to help construct the schedule. These are not needed to be modified. However, more detail about these sheets

wer questions for, and the reading to summarize. These correspond to each part of the study schedule outlined in the article ab

ce Number and Resource Name. These correspond to the readings on the syllabus and are designed to make it easy to locate ea

nswer questions for, or reading to summarize).


tiple sections of the syllabus, and that for this reason, you should pay extra attention when completing
plicated Readings sheet.

date in the first date cell (A9) and fill down.

al reading day of each reading.

eading day, simply change the date next to the reading to your desired date. For example, when modif
uild in a larger buffer in the end. Subsequently, I inserted a couple of dates in the middle when I knew

f the syllabus the reading is referenced in to help tie the reading back to the syllabus/ determine what is important in the readin
A exams. I did not describe how to do this in great

in their book Rethink Studying, or at the abridged


arting later than many of you may be. Furthermore, I

ore detail about these sheets is provided below.

dule outlined in the article above.

d to make it easy to locate each reading.

ention when completing it. A list of which

or example, when modifying this sheet, I


he middle when I knew I had free

hat is important in the reading.


ERM Study Schedule
Dates
Today 7/16/2018
Exam Date 10/30/2018 Days Remaining:

Date Read
Resource Number Resource Name
7/28/2018 Financial Enterprise Risk Mana Ch. 8: Risk Identification
7/29/2018 Value at Risk Ch. 13: Liquidity Risk
7/30/2018 ERM-107-12 Strategic Risk Management Pract
7/31/2018 ERM-117-14 AAA Practice Note: Insurance Enterprise Risk Mana
8/1/2018 ERM-127-17 Quantitative Enterprise Risk Management, Hardy, C
8/2/2018 ERM-702-12 IAA Note on ERM for Capital and Solvency Purposes
8/3/2018 Financial Enterprise Risk Mana Ch. 12: Extreme Value Theory
8/4/2018 Financial Enterprise Risk Mana Ch. 14: Quantifying Particular Risks
8/5/2018 Catch-Up Catch-Up
8/6/2018 Financial Enterprise Risk Mana Ch. 15.5: Unquantifiable Risks
8/7/2018 Value at Risk Ch. 5: Computing VaR (sections 5.1-5.3 and Append
8/8/2018 Value at Risk Ch. 7: Portfolio Risk: Analytical Methods
8/9/2018 Value at Risk Ch. 9: Forecasting Risk Correlations (section 9.3 onl
8/10/2018 Value at Risk Ch. 12: Monte Carlo Methods
8/11/2018 Catch-Up Catch-Up
8/12/2018 Catch-Up Catch-Up
8/13/2018 ERM-101-12 Measurement and Modeling of Dependencies in Ec
8/14/2018 ERM-102-12 Value-at-Risk: Evolution, Deficiencies and Alternativ
8/15/2018 ERM-103-12 Basel Committee - Developments in Modelling Risk
8/16/2018 ERM-104-12 Study Note on Parameter Risk, Venter and Sahasrab
8/17/2018 ERM-106-12 Economic Capital-Practical Considerations, Milliman
8/18/2018 Catch-Up Catch-Up
8/19/2018 Catch-Up Catch-Up
8/20/2018 ERM-117-14 AAA Practice Note: Insurance Enterprise Risk Mana
8/21/2018 ERM-118-14 Model Validation Principles Applied to Risk and Cap
8/22/2018 ERM-119-14 Aggregation of Risks and Allocation of Capital (secti
8/23/2018 ERM-120-14 IAA Note on Stress Testing and Scenario Analysis (p
8/24/2018 ERM-124-15 Counterparty Credit Risk: The New Challenge for Gl
8/25/2018 Catch-Up Catch-Up
8/26/2018 Catch-Up Catch-Up
8/27/2018 ERM-125-15 Loss Models Further Topics, Klugman, Panjer and W
8/28/2018 ERM-602-12 Investment Management for Insurers, Babbel and F
8/29/2018 Article Risk Appetite: Linkage with Strategic Planning Repo
8/30/2018 Article Modeling Tail Behavior with Extreme Value Theory,
8/31/2018 Article SOA Monograph- A New Approach to Managing Op
9/1/2018 Catch-Up Catch-Up
9/2/2018 Catch-Up Catch-Up
9/3/2018 Article Summary of “Variance of the CTE Estimator” Risk M
9/4/2018 Financial Enterprise Risk Mana Ch. 9: Some Useful Statistics (background only)
9/5/2018 Value at Risk Ch. 9: Forecasting Risk and Correlations
9/6/2018 Value at Risk Ch. 18: Credit Risk Management (excluding Append
9/7/2018 ERM-102-12 Value at Risk: Evolution, Deficiencies, and Alternativ
9/8/2018 Catch-Up Catch-Up
9/9/2018 Catch-Up Catch-Up
9/10/2018 ERM-105-12 Coherent Measures of Risk – An Exposition for the L
9/11/2018 Article Summary of “Variance of the CTE Estimator,” Risk M
9/12/2018 Article ASOP 23: Data Quality, pp. 1-9
9/13/2018 Financial Enterprise Risk Mana Ch. 16: Responses to Risk
9/14/2018 ERM-107-12 Strategic Risk Management Practice, Andersen and
9/15/2018 Catch-Up Catch-Up
9/16/2018 Catch-Up Catch-Up
9/17/2018 ERM-110-12 Derivatives: Practice and Princi
9/18/2018 ERM-111-12 Key Rate Durations: Measures of Interest Rate Risks
9/19/2018 ERM-112-12 Revisiting the Role of Insurance Company ALM with
9/20/2018 ERM-115-13 Creating an Understanding of Special Purpose Vehic
9/21/2018 ERM-122-16 Chapter 1 of Captives and the Management of Risk,
9/22/2018 Catch-Up Catch-Up
9/23/2018 Catch-Up Catch-Up
9/24/2018 ERM-128-17 The Breadth and Scope of the Global Reinsurance M
9/25/2018 ERM-129-18 AAA PBR Checklist - Assumptions Setting (section C
9/26/2018 ERM-130-18 AAA Model Governance Practice Note
9/27/2018 ERM-131-18 Leveraging COSO Across The Three Lines Of Defense
9/28/2018 ERM-132-18 Best Practices For Creating Your Own ORSA Report
9/29/2018 Catch-Up Catch-Up
9/30/2018 Catch-Up Catch-Up
10/1/2018 ERM-702-12 IAA Note on ERM for Capital and
10/2/2018 Article End to End Assumption Documentation Practices, P
10/3/2018 ERM-101-12 Measurement and Modelling of Dependencies in Ec
10/4/2018 ERM-106-12 Economic Capital – Practical Considerations, Millim
10/5/2018 ERM-123-14 S&P Enterprise Risk Management Criteria (paragrap
10/6/2018 Catch-Up Catch-Up
10/7/2018 Catch-Up Catch-Up
10/8/2018 ERM-126-15 ORSA – An International Requirement (sections 3.1
10/9/2018 ERM-501-12 Risk Based Capital–General Overview
10/10/2018 Value at Risk Ch. 8: Multivariate Models
10/11/2018 Value at Risk Ch. 11: VAR Mapping
10/12/2018 Value at Risk Ch. 17: VAR and Risk Budgeting in Investment Mana
10/13/2018 Catch-Up Catch-Up
10/14/2018 Catch-Up Catch-Up
10/15/2018 ERM-329-17 Risk Factors as building blocks for Portfolio Diversifi
10/16/2018 ERM-330-17 Barton Waring Liability–Relative Investing I
10/17/2018 ERM-610-17 Barton Waring Liability–Relative Investing II
10/18/2018 ERM-611-17 Investment Management for Insurers, Ch. 26: The U
10/19/2018 ERM-612-17 Modern Investment Management: An Equilibrium A
10/20/2018 Catch-Up Catch-Up
10/21/2018 Catch-Up Catch-Up
10/22/2018 Catch-Up Catch-Up
10/23/2018 Catch-Up Catch-Up
10/24/2018 Catch-Up Catch-Up
10/25/2018 Catch-Up Catch-Up
10/26/2018 Catch-Up Catch-Up
10/27/2018 Catch-Up Catch-Up
10/28/2018 Catch-Up Catch-Up
10/29/2018 Catch-Up Catch-Up
106

Answer Questions Summarize


Resource Number Resource Name Resource Number
Catch-Up Catch-Up Catch-Up
Catch-Up Catch-Up Catch-Up
Financial Enterprise Risk Managem Ch. 8: Risk Identification Catch-Up
Value at Risk Ch. 13: Liquidity Risk Catch-Up
ERM-107-12 Strategic Risk Management PractCatch-Up
ERM-117-14 AAA Practice Note: Insurance Enterprise
Catch-UpRisk Management Practices, pp. 4- 26
ERM-127-17 Quantitative Enterprise Risk Management,
Financial Enterprise
Hardy, Ch.Risk
2 Risk
Mana
Taxonomy
ERM-702-12 IAA Note on ERM for Capital andValueSolvency
at Risk
Purposes in the Insurance Industry, pp
Financial Enterprise Risk Managem Ch. 12: Extreme Value Theory ERM-107-12
Financial Enterprise Risk Managem Ch. 14: Quantifying Particular Risks
ERM-117-14
Catch-Up Catch-Up ERM-127-17
Financial Enterprise Risk Managem Ch. 15.5: Unquantifiable Risks ERM-702-12
Value at Risk Ch. 5: Computing VaR (sections 5.1-5.3
Financial
andEnterprise
Appendices
Riskonly)
Mana
Value at Risk Ch. 7: Portfolio Risk: Analytical Methods
Financial Enterprise Risk Mana
Value at Risk Ch. 9: Forecasting Risk Correlations
Catch-Up
(section 9.3 only)
Value at Risk Ch. 12: Monte Carlo Methods Financial Enterprise Risk Mana
Catch-Up Catch-Up Value at Risk
Catch-Up Catch-Up Value at Risk
ERM-101-12 Measurement and Modeling of Dependencies
Value at Risk in Economic Capital, Ch. 4-5
ERM-102-12 Value-at-Risk: Evolution, Deficiencies
Valueand
at Risk
Alternatives
ERM-103-12 Basel Committee - DevelopmentsCatch-Up
in Modelling Risk Aggregation, pp. 72-89
ERM-104-12 Study Note on Parameter Risk, Venter
Catch-Up
and Sahasrabuddhe
ERM-106-12 Economic Capital-Practical Considerations,
ERM-101-12 Milliman
Catch-Up Catch-Up ERM-102-12
Catch-Up Catch-Up ERM-103-12
ERM-117-14 AAA Practice Note: Insurance Enterprise
ERM-104-12Risk Management Practices (pp. 4-26)
ERM-118-14 Model Validation Principles AppliedERM-106-12
to Risk and Capital Models in the Insurance In
ERM-119-14 Aggregation of Risks and AllocationCatch-Up
of Capital (sections 4-7)
ERM-120-14 IAA Note on Stress Testing and Scenario
Catch-Up Analysis (pp. 1-6 and 14-17)
ERM-124-15 Counterparty Credit Risk: The New ERM-117-14
Challenge for Global Financial Markets, Ch.2:
Catch-Up Catch-Up ERM-118-14
Catch-Up Catch-Up ERM-119-14
ERM-125-15 Loss Models Further Topics, Klugman,
ERM-120-14
Panjer and Wilmot, Ch. 10: Copula Models
ERM-602-12 Investment Management for Insurers,ERM-124-15
Babbel and Fabozzi, Ch. 11: The Four Faces
Article Risk Appetite: Linkage with Strategic
Catch-Up
Planning Report
Article Modeling Tail Behavior with Extreme
Catch-Up
Value Theory, Risk Management, Sep 2009
Article SOA Monograph- A New Approach ERM-125-15
to Managing Operational Risk, Ch. 8
Catch-Up Catch-Up ERM-602-12
Catch-Up Catch-Up Article
Article Summary of “Variance of the CTEArticle
Estimator” Risk Management, Aug 2008
Financial Enterprise Risk Managem Ch. 9: Some Useful Statistics (background
Article only)
Value at Risk Ch. 9: Forecasting Risk and Correlations
Catch-Up
Value at Risk Ch. 18: Credit Risk Management Catch-Up
(excluding Appendices)
ERM-102-12 Value at Risk: Evolution, Deficiencies,
Article
and Alternatives
Catch-Up Catch-Up Financial Enterprise Risk Mana
Catch-Up Catch-Up Value at Risk
ERM-105-12 Coherent Measures of Risk – An Value
Exposition
at Risk
for the Lay Actuary, Meyers, Glenn
Article Summary of “Variance of the CTEERM-102-12
Estimator,” Risk Management, Aug 2008
Article ASOP 23: Data Quality, pp. 1-9 Catch-Up
Financial Enterprise Risk Managem Ch. 16: Responses to Risk Catch-Up
ERM-107-12 Strategic Risk Management Practice,
ERM-105-12
Andersen and Schroder, 2010, Ch. 7: Strateg
Catch-Up Catch-Up Article
Catch-Up Catch-Up Article
ERM-110-12 Derivatives: Practice and Princi Financial Enterprise Risk Mana
ERM-111-12 Key Rate Durations: Measures ofERM-107-12
Interest Rate Risks
ERM-112-12 Revisiting the Role of Insurance Company
Catch-Up ALM within a Risk Management Framew
ERM-115-13 Creating an Understanding of Special
Catch-Up
Purpose Vehicles, PWC
ERM-122-16 Chapter 1 of Captives and the Management
ERM-110-12of Risk, 3rd Edition, Kate Westover
Catch-Up Catch-Up ERM-111-12
Catch-Up Catch-Up ERM-112-12
ERM-128-17 The Breadth and Scope of the Global
ERM-115-13
Reinsurance Market and the Critical Role Su
ERM-129-18 AAA PBR Checklist - AssumptionsERM-122-16
Setting (section C)
ERM-130-18 AAA Model Governance PracticeCatch-Up
Note
ERM-131-18 Leveraging COSO Across The Three Catch-Up
Lines Of Defenses
ERM-132-18 Best Practices For Creating Your Own
ERM-128-17
ORSA Report
Catch-Up Catch-Up ERM-129-18
Catch-Up Catch-Up ERM-130-18
ERM-702-12 IAA Note on ERM for Capital andERM-131-18
Article End to End Assumption Documentation
ERM-132-18
Practices, Product Matters, Jul 2016
ERM-101-12 Measurement and Modelling of Catch-Up
Dependencies in Economic Capital, Ch. 3
ERM-106-12 Economic Capital – Practical Considerations,
Catch-Up Milliman
ERM-123-14 S&P Enterprise Risk ManagementERM-702-12
Criteria (paragraphs 1-71, 86-88)
Catch-Up Catch-Up Article
Catch-Up Catch-Up ERM-101-12
ERM-126-15 ORSA – An International Requirement
ERM-106-12
(sections 3.1 and 4.1)
ERM-501-12 Risk Based Capital–General Overview
ERM-123-14
Value at Risk Ch. 8: Multivariate Models Catch-Up
Value at Risk Ch. 11: VAR Mapping Catch-Up
Value at Risk Ch. 17: VAR and Risk Budgeting in ERM-126-15
Investment Management (excluding sections 1
Catch-Up Catch-Up ERM-501-12
Catch-Up Catch-Up Value at Risk
ERM-329-17 Risk Factors as building blocks forValue
Portfolio
at Risk
Diversification: The Chemistry of Asse
ERM-330-17 Barton Waring Liability–Relative Value
Investing
at Risk
I
ERM-610-17 Barton Waring Liability–Relative Catch-Up
Investing II
ERM-611-17 Investment Management for Insurers,
Catch-UpCh. 26: The Use of Derivatives in Managing
ERM-612-17 Modern Investment Management: ERM-329-17
An Equilibrium Approach, Ch. 7: Beyond Equil
Catch-Up Catch-Up ERM-330-17
Catch-Up Catch-Up ERM-610-17
Catch-Up Catch-Up ERM-611-17
Catch-Up Catch-Up ERM-612-17
Catch-Up Catch-Up Catch-Up
Catch-Up Catch-Up Catch-Up
Catch-Up Catch-Up Catch-Up
Catch-Up Catch-Up Catch-Up
Summarize
Resource Name
Catch-Up
Catch-Up
Catch-Up
Catch-Up
Catch-Up
Catch-Up
Ch. 8: Risk Identification
Ch. 13: Liquidity Risk
Strategic Risk Management Pract
AAA Practice Note: Insurance Enterprise Risk Management Practices, pp. 4- 26
Quantitative Enterprise Risk Management, Hardy, Ch. 2 Risk Taxonomy
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
Ch. 12: Extreme Value Theory
Ch. 14: Quantifying Particular Risks
Catch-Up
Ch. 15.5: Unquantifiable Risks
Ch. 5: Computing VaR (sections 5.1-5.3 and Appendices only)
Ch. 7: Portfolio Risk: Analytical Methods
Ch. 9: Forecasting Risk Correlations (section 9.3 only)
Ch. 12: Monte Carlo Methods
Catch-Up
Catch-Up
Measurement and Modeling of Dependencies in Economic Capital, Ch. 4-5
Value-at-Risk: Evolution, Deficiencies and Alternatives
Basel Committee - Developments in Modelling Risk Aggregation, pp. 72-89
Study Note on Parameter Risk, Venter and Sahasrabuddhe
Economic Capital-Practical Considerations, Milliman
Catch-Up
Catch-Up
AAA Practice Note: Insurance Enterprise Risk Management Practices (pp. 4-26)
Model Validation Principles Applied to Risk and Capital Models in the Insurance Industry
Aggregation of Risks and Allocation of Capital (sections 4-7)
IAA Note on Stress Testing and Scenario Analysis (pp. 1-6 and 14-17)
Counterparty Credit Risk: The New Challenge for Global Financial Markets, Ch.2: Defining Counterparty Credit Risk
Catch-Up
Catch-Up
Loss Models Further Topics, Klugman, Panjer and Wilmot, Ch. 10: Copula Models
Investment Management for Insurers, Babbel and Fabozzi, Ch. 11: The Four Faces of an Interest Model
Risk Appetite: Linkage with Strategic Planning Report
Modeling Tail Behavior with Extreme Value Theory, Risk Management, Sep 2009
SOA Monograph- A New Approach to Managing Operational Risk, Ch. 8
Catch-Up
Catch-Up
Summary of “Variance of the CTE Estimator” Risk Management, Aug 2008
Ch. 9: Some Useful Statistics (background only)
Ch. 9: Forecasting Risk and Correlations
Ch. 18: Credit Risk Management (excluding Appendices)
Value at Risk: Evolution, Deficiencies, and Alternatives
Catch-Up
Catch-Up
Coherent Measures of Risk – An Exposition for the Lay Actuary, Meyers, Glenn
Summary of “Variance of the CTE Estimator,” Risk Management, Aug 2008
ASOP 23: Data Quality, pp. 1-9
Ch. 16: Responses to Risk
Strategic Risk Management Practice, Andersen and Schroder, 2010, Ch. 7: Strategic Risk Analyses
Catch-Up
Catch-Up
Derivatives: Practice and Princi
Key Rate Durations: Measures of Interest Rate Risks
Revisiting the Role of Insurance Company ALM within a Risk Management Framework
Creating an Understanding of Special Purpose Vehicles, PWC
Chapter 1 of Captives and the Management of Risk, 3rd Edition, Kate Westover
Catch-Up
Catch-Up
The Breadth and Scope of the Global Reinsurance Market and the Critical Role Such Market Plays in Supporting Insur
AAA PBR Checklist - Assumptions Setting (section C)
AAA Model Governance Practice Note
Leveraging COSO Across The Three Lines Of Defenses
Best Practices For Creating Your Own ORSA Report
Catch-Up
Catch-Up
IAA Note on ERM for Capital and
End to End Assumption Documentation Practices, Product Matters, Jul 2016
Measurement and Modelling of Dependencies in Economic Capital, Ch. 3
Economic Capital – Practical Considerations, Milliman
S&P Enterprise Risk Management Criteria (paragraphs 1-71, 86-88)
Catch-Up
Catch-Up
ORSA – An International Requirement (sections 3.1 and 4.1)
Risk Based Capital–General Overview
Ch. 8: Multivariate Models
Ch. 11: VAR Mapping
Ch. 17: VAR and Risk Budgeting in Investment Management (excluding sections 17.3 and 17.4)
Catch-Up
Catch-Up
Risk Factors as building blocks for Portfolio Diversification: The Chemistry of Asset Allocation
Barton Waring Liability–Relative Investing I
Barton Waring Liability–Relative Investing II
Investment Management for Insurers, Ch. 26: The Use of Derivatives in Managing Equity Portfolios
Modern Investment Management: An Equilibrium Approach, Ch. 7: Beyond Equilibrium, the Black-Litterman Approa
Catch-Up
Catch-Up
Catch-Up
Catch-Up
Date Resource Number
7/28/2018 Financial Enterprise Risk Management
7/29/2018 Value at Risk
7/30/2018 ERM-107-12
7/31/2018 ERM-117-14
8/1/2018 ERM-127-17
8/2/2018 ERM-702-12
8/3/2018 Financial Enterprise Risk Management
8/4/2018 Financial Enterprise Risk Management
8/6/2018 Financial Enterprise Risk Management
8/7/2018 Value at Risk
8/8/2018 Value at Risk
8/9/2018 Value at Risk
8/10/2018 Value at Risk
8/13/2018 ERM-101-12
8/14/2018 ERM-102-12
8/15/2018 ERM-103-12
8/16/2018 ERM-104-12
8/17/2018 ERM-106-12
8/20/2018 ERM-117-14
8/21/2018 ERM-118-14
8/22/2018 ERM-119-14
8/23/2018 ERM-120-14
8/24/2018 ERM-124-15
8/27/2018 ERM-125-15
8/28/2018 ERM-602-12
8/29/2018 Article
8/30/2018 Article
8/31/2018 Article
9/3/2018 Article
9/4/2018 Financial Enterprise Risk Management
9/5/2018 Value at Risk
9/6/2018 Value at Risk
9/7/2018 ERM-102-12
9/10/2018 ERM-105-12
9/11/2018 Article
9/12/2018 Article
9/13/2018 Financial Enterprise Risk Management
9/14/2018 ERM-107-12
9/17/2018 ERM-110-12
9/18/2018 ERM-111-12
9/19/2018 ERM-112-12
9/20/2018 ERM-115-13
9/21/2018 ERM-122-16
9/24/2018 ERM-128-17
9/25/2018 ERM-129-18
9/26/2018 ERM-130-18
9/27/2018 ERM-131-18
9/28/2018 ERM-132-18
10/1/2018 ERM-702-12
10/2/2018 Article
10/3/2018 ERM-101-12
10/4/2018 ERM-106-12
10/5/2018 ERM-123-14
10/8/2018 ERM-126-15
10/9/2018 ERM-501-12
10/10/2018 Value at Risk
10/11/2018 Value at Risk
10/12/2018 Value at Risk
10/15/2018 ERM-329-17
10/16/2018 ERM-330-17
10/17/2018 ERM-610-17
10/18/2018 ERM-611-17
10/19/2018 ERM-612-17
10/22/2018 ERM-613-17
Resource Name
Ch. 8: Risk Identification
Ch. 13: Liquidity Risk
Strategic Risk Management Practice, Andersen and Schroder, 2010, Ch. 7
AAA Practice Note: Insurance Enterprise Risk Management Practices, pp. 4- 26
Quantitative Enterprise Risk Management, Hardy, Ch. 2 Risk Taxonomy
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
Ch. 12: Extreme Value Theory
Ch. 14: Quantifying Particular Risks
Ch. 15.5: Unquantifiable Risks
Ch. 5: Computing VaR (sections 5.1-5.3 and Appendices only)
Ch. 7: Portfolio Risk: Analytical Methods
Ch. 9: Forecasting Risk Correlations (section 9.3 only)
Ch. 12: Monte Carlo Methods
Measurement and Modeling of Dependencies in Economic Capital, Ch. 4-5
Value-at-Risk: Evolution, Deficiencies and Alternatives
Basel Committee - Developments in Modelling Risk Aggregation, pp. 72-89
Study Note on Parameter Risk, Venter and Sahasrabuddhe
Economic Capital-Practical Considerations, Milliman
AAA Practice Note: Insurance Enterprise Risk Management Practices (pp. 4-26)
Model Validation Principles Applied to Risk and Capital Models in the Insurance Industry
Aggregation of Risks and Allocation of Capital (sections 4-7)
IAA Note on Stress Testing and Scenario Analysis (pp. 1-6 and 14-17)
Counterparty Credit Risk: The New Challenge for Global Financial Markets, Ch.2: Defining Counterparty Credit Risk
Loss Models Further Topics, Klugman, Panjer and Wilmot, Ch. 10: Copula Models
Investment Management for Insurers, Babbel and Fabozzi, Ch. 11: The Four Faces of an Interest Model
Risk Appetite: Linkage with Strategic Planning Report
Modeling Tail Behavior with Extreme Value Theory, Risk Management, Sep 2009
SOA Monograph- A New Approach to Managing Operational Risk, Ch. 8
Summary of “Variance of the CTE Estimator” Risk Management, Aug 2008
Ch. 9: Some Useful Statistics (background only)
Ch. 9: Forecasting Risk and Correlations
Ch. 18: Credit Risk Management (excluding Appendices)
Value at Risk: Evolution, Deficiencies, and Alternatives
Coherent Measures of Risk – An Exposition for the Lay Actuary, Meyers, Glenn
Summary of “Variance of the CTE Estimator,” Risk Management, Aug 2008
ASOP 23: Data Quality, pp. 1-9
Ch. 16: Responses to Risk
Strategic Risk Management Practice, Andersen and Schroder, 2010, Ch. 7: Strategic Risk Analyses
Derivatives: Practice and Principles, Recommendations 9-24 & Section III
Key Rate Durations: Measures of Interest Rate Risks
Revisiting the Role of Insurance Company ALM within a Risk Management Framework
Creating an Understanding of Special Purpose Vehicles, PWC
Chapter 1 of Captives and the Management of Risk, 3rd Edition, Kate Westover
The Breadth and Scope of the Global Reinsurance Market and the Critical Role Such Market Plays in Supporting Insur
AAA PBR Checklist - Assumptions Setting (section C)
AAA Model Governance Practice Note
Leveraging COSO Across The Three Lines Of Defenses
Best Practices For Creating Your Own ORSA Report
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
End to End Assumption Documentation Practices, Product Matters, Jul 2016
Measurement and Modelling of Dependencies in Economic Capital, Ch. 3
Economic Capital – Practical Considerations, Milliman
S&P Enterprise Risk Management Criteria (paragraphs 1-71, 86-88)
ORSA – An International Requirement (sections 3.1 and 4.1)
Risk Based Capital–General Overview
Ch. 8: Multivariate Models
Ch. 11: VAR Mapping
Ch. 17: VAR and Risk Budgeting in Investment Management (excluding sections 17.3 and 17.4)
Risk Factors as building blocks for Portfolio Diversification: The Chemistry of Asset Allocation
Barton Waring Liability–Relative Investing I
Barton Waring Liability–Relative Investing II
Investment Management for Insurers, Ch. 26: The Use of Derivatives in Managing Equity Portfolios
Modern Investment Management: An Equilibrium Approach, Ch. 7: Beyond Equilibrium, the Black-Litterman Approa
Managing Investment Portfolios, Maginn and Tuttle, 3rd Edition Ch. 6 (sections 4 and 5 only)
Resource Name
Ch. 13: Liquidity Risk
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
Ch. 15.5: Unquantifiable Risks
Ch. 5: Computing VaR (sections 5.1-5.3 and Appendices only)
Ch. 7: Portfolio Risk: Analytical Methods
Ch. 12: Monte Carlo Methods
AAA Practice Note: Insurance Enterprise Risk Management Practices (pp. 4-26)
Aggregation of Risks and Allocation of Capital (sections 4-7)
Counterparty Credit Risk: The New Challenge for Global Financial Markets, Ch.2: Defining Counterparty Credit Risk
Investment Management for Insurers, Babbel and Fabozzi, Ch. 11: The Four Faces of an Interest Model
Risk Appetite: Linkage with Strategic Planning Report
SOA Monograph- A New Approach to Managing Operational Risk, Ch. 8
Ch. 18: Credit Risk Management (excluding Appendices)
Revisiting the Role of Insurance Company ALM within a Risk Management Framework
Resource Number
Value at Risk
ERM-702-12
Financial Enterprise Risk Management
Value at Risk
Value at Risk
Value at Risk
ERM-117-14
ERM-119-14
ERM-124-15
ERM-602-12
Article
Article
Value at Risk
ERM-112-12
Topics
Risk Categories and Identification |Risk Measures |
Risk Categories and Identification |Risk Measures |
Risk Modeling and Aggregation of Risks |Risk Measures |
Risk Modeling and Aggregation of Risks |Risk Measures |
Risk Modeling and Aggregation of Risks |Risk Measures |Risk Management Tools and Techniques |
Risk Modeling and Aggregation of Risks |Risk Measures |
Risk Modeling and Aggregation of Risks |Risk Management Tools and Techniques |Capital Management|
Risk Modeling and Aggregation of Risks |Capital Management|
Risk Modeling and Aggregation of Risks |Risk Management Tools and Techniques |
Risk Modeling and Aggregation of Risks |Risk Measures |
Risk Modeling and Aggregation of Risks |Risk Management Tools and Techniques |Capital Management|
Risk Modeling and Aggregation of Risks |Risk Management Tools and Techniques |
Risk Measures |Risk Management Tools and Techniques |
Risk Management Tools and Techniques |Capital Management|
Topic
Risk Categories and Identification
Risk Categories and Identification
Risk Categories and Identification
Risk Categories and Identification
Risk Categories and Identification
Risk Categories and Identification
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Modeling and Aggregation of Risks
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Measures
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Risk Management Tools and Techniques
Capital Management
Capital Management
Capital Management
Capital Management
Capital Management
Capital Management
Capital Management
Capital Management
Capital Management
Investment Extension
Investment Extension
Investment Extension
Investment Extension
Investment Extension
Investment Extension
Investment Extension
Investment Extension
Investment Extension
Resource Number
Financial Enterprise Risk Management
Value at Risk
ERM-107-12
ERM-117-14
ERM-127-17
ERM-702-12
Financial Enterprise Risk Management
Financial Enterprise Risk Management
Financial Enterprise Risk Management
Value at Risk
Value at Risk
Value at Risk
Value at Risk
ERM-101-12
ERM-102-12
ERM-103-12
ERM-104-12
ERM-106-12
ERM-117-14
ERM-118-14
ERM-119-14
ERM-120-14
ERM-124-15
ERM-125-15
ERM-602-12
Article
Article
Article
Article
Financial Enterprise Risk Management
Financial Enterprise Risk Management
Value at Risk
Value at Risk
Value at Risk
Value at Risk
Value at Risk
Value at Risk
ERM-102-12
ERM-105-12
ERM 602-12
ERM-702-12
Article
Article
Financial Enterprise Risk Management
Value at Risk
Value at Risk
ERM-107-12
ERM-110-12
ERM-111-12
ERM-112-12
ERM-115-13
ERM-117-14
ERM-122-16
ERM-124-15
ERM-128-17
ERM-129-18
ERM-130-18
ERM-131-18
ERM-132-18
ERM-702-12
Article
Article
Article
ERM-101-12
ERM-106-12
ERM-112-12
ERM-117-14
ERM-119-14
ERM-123-14
ERM-126-15
ERM-501-12
Article
Value at Risk
Value at Risk
Value at Risk
ERM-329-17
ERM-330-17
ERM-610-17
ERM-611-17
ERM-612-17
ERM-613-17
Resource Name
Ch. 8: Risk Identification
Ch. 13: Liquidity Risk
Strategic Risk Management Practice, Andersen and Schroder, 2010, Ch. 7
AAA Practice Note: Insurance Enterprise Risk Management Practices, pp. 4- 26
Quantitative Enterprise Risk Management, Hardy, Ch. 2 Risk Taxonomy
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
Ch. 12: Extreme Value Theory
Ch. 14: Quantifying Particular Risks
Ch. 15.5: Unquantifiable Risks
Ch. 5: Computing VaR (sections 5.1-5.3 and Appendices only)
Ch. 7: Portfolio Risk: Analytical Methods
Ch. 9: Forecasting Risk Correlations (section 9.3 only)
Ch. 12: Monte Carlo Methods
Measurement and Modeling of Dependencies in Economic Capital, Ch. 4-5
Value-at-Risk: Evolution, Deficiencies and Alternatives
Basel Committee - Developments in Modelling Risk Aggregation, pp. 72-89
Study Note on Parameter Risk, Venter and Sahasrabuddhe
Economic Capital-Practical Considerations, Milliman
AAA Practice Note: Insurance Enterprise Risk Management Practices (pp. 4-26)
Model Validation Principles Applied to Risk and Capital Models in the Insurance Industry
Aggregation of Risks and Allocation of Capital (sections 4-7)
IAA Note on Stress Testing and Scenario Analysis (pp. 1-6 and 14-17)
Counterparty Credit Risk: The New Challenge for Global Financial Markets, Ch.2: Defining Counterparty Credit Risk
Loss Models Further Topics, Klugman, Panjer and Wilmot, Ch. 10: Copula Models
Investment Management for Insurers, Babbel and Fabozzi, Ch. 11: The Four Faces of an Interest Model
Risk Appetite: Linkage with Strategic Planning Report
Modeling Tail Behavior with Extreme Value Theory, Risk Management, Sep 2009
SOA Monograph- A New Approach to Managing Operational Risk, Ch. 8
Summary of “Variance of the CTE Estimator” Risk Management, Aug 2008
Ch. 9: Some Useful Statistics (background only)
Ch. 15.5: Unquantifiable Risks
Ch. 5: Computing VaR (sections 5.1-5.3 and Appendices only)
Ch. 7: Portfolio Risk: Analytical Methods
Ch. 9: Forecasting Risk and Correlations
Ch. 12: Monte Carlo Methods
Ch. 13: Liquidity Risk
Ch. 18: Credit Risk Management (excluding Appendices)
Value at Risk: Evolution, Deficiencies, and Alternatives
Coherent Measures of Risk – An Exposition for the Lay Actuary, Meyers, Glenn
Investment Management for Insurers, Babbel and Fabozzi, Ch. 11: The Four Faces of an Interest Model
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
Summary of “Variance of the CTE Estimator,” Risk Management, Aug 2008
ASOP 23: Data Quality, pp. 1-9
Ch. 16: Responses to Risk
Ch. 7: Portfolio Risk: Analytical Methods
Ch. 18: Credit Risk Management (excluding Appendices)
Strategic Risk Management Practice, Andersen and Schroder, 2010, Ch. 7: Strategic Risk Analyses
Derivatives: Practice and Principles, Recommendations 9-24 & Section III
Key Rate Durations: Measures of Interest Rate Risks
Revisiting the Role of Insurance Company ALM within a Risk Management Framework
Creating an Understanding of Special Purpose Vehicles, PWC
AAA Practice Note: Insurance Enterprise Risk Management Practices (pp. 4-26)
Chapter 1 of Captives and the Management of Risk, 3rd Edition, Kate Westover
Counterparty Credit Risk: The New Challenge for Global Financial Markets, Ch.2: Defining Counterparty Credit Risk
The Breadth and Scope of the Global Reinsurance Market and the Critical Role Such Market Plays in Supporting Insur
AAA PBR Checklist - Assumptions Setting (section C)
AAA Model Governance Practice Note
Leveraging COSO Across The Three Lines Of Defenses
Best Practices For Creating Your Own ORSA Report
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
SOA Monograph- A New Approach to Managing Operational Risk, Ch. 8
Risk Appetite: Linkage with Strategic Planning Report
End to End Assumption Documentation Practices, Product Matters, Jul 2016
Measurement and Modelling of Dependencies in Economic Capital, Ch. 3
Economic Capital – Practical Considerations, Milliman
Revisiting the Role of Insurance Company ALM within a Risk Management Framework
AAA Practice Note: Insurance Enterprise Risk Management Practices (pp. 4-26)
Aggregation of risks and Allocation of capital (sections 4-7)
S&P Enterprise Risk Management Criteria (paragraphs 1-71, 86-88)
ORSA – An International Requirement (sections 3.1 and 4.1)
Risk Based Capital–General Overview
Risk Appetite: Linkage with Strategic Planning Report
Ch. 8: Multivariate Models
Ch. 11: VAR Mapping
Ch. 17: VAR and Risk Budgeting in Investment Management (excluding sections 17.3 and 17.4)
Risk Factors as building blocks for Portfolio Diversification: The Chemistry of Asset Allocation
Barton Waring Liability–Relative Investing I
Barton Waring Liability–Relative Investing II
Investment Management for Insurers, Ch. 26: The Use of Derivatives in Managing Equity Portfolios
Modern Investment Management: An Equilibrium Approach, Ch. 7: Beyond Equilibrium, the Black-Litterman Approa
Managing Investment Portfolios, Maginn and Tuttle, 3rd Edition Ch. 6 (sections 4 and 5 only)
Topic Resource Number
Risk Categories and Identification Financial Enterprise Risk Management
Risk Categories and Identification Value at Risk
Risk Categories and Identification ERM-107-12
Risk Categories and Identification ERM-117-14
Risk Categories and Identification ERM-127-17
Risk Categories and Identification ERM-702-12
Risk Modeling and Aggregation of Risks Financial Enterprise Risk Management
Risk Modeling and Aggregation of Risks Financial Enterprise Risk Management
Risk Modeling and Aggregation of Risks Financial Enterprise Risk Management
Risk Modeling and Aggregation of Risks Value at Risk
Risk Modeling and Aggregation of Risks Value at Risk
Risk Modeling and Aggregation of Risks Value at Risk
Risk Modeling and Aggregation of Risks Value at Risk
Risk Modeling and Aggregation of Risks ERM-101-12
Risk Modeling and Aggregation of Risks ERM-102-12
Risk Modeling and Aggregation of Risks ERM-103-12
Risk Modeling and Aggregation of Risks ERM-104-12
Risk Modeling and Aggregation of Risks ERM-106-12
Risk Modeling and Aggregation of Risks ERM-117-14
Risk Modeling and Aggregation of Risks ERM-118-14
Risk Modeling and Aggregation of Risks ERM-119-14
Risk Modeling and Aggregation of Risks ERM-120-14
Risk Modeling and Aggregation of Risks ERM-124-15
Risk Modeling and Aggregation of Risks ERM-125-15
Risk Modeling and Aggregation of Risks ERM-602-12
Risk Modeling and Aggregation of Risks Article
Risk Modeling and Aggregation of Risks Article
Risk Modeling and Aggregation of Risks Article
Risk Modeling and Aggregation of Risks Article
Risk Measures Financial Enterprise Risk Management
Risk Measures Value at Risk
Risk Measures Value at Risk
Risk Measures ERM-102-12
Risk Measures ERM-105-12
Risk Measures Article
Risk Measures Article
Risk Management Tools and Techniques Financial Enterprise Risk Management
Risk Management Tools and Techniques ERM-107-12
Risk Management Tools and Techniques ERM-110-12
Risk Management Tools and Techniques ERM-111-12
Risk Management Tools and Techniques ERM-112-12
Risk Management Tools and Techniques ERM-115-13
Risk Management Tools and Techniques ERM-122-16
Risk Management Tools and Techniques ERM-128-17
Risk Management Tools and Techniques ERM-129-18
Risk Management Tools and Techniques ERM-130-18
Risk Management Tools and Techniques ERM-131-18
Risk Management Tools and Techniques ERM-132-18
Risk Management Tools and Techniques ERM-702-12
Risk Management Tools and Techniques Article
Capital Management ERM-101-12
Capital Management ERM-106-12
Capital Management ERM-123-14
Capital Management ERM-126-15
Capital Management ERM-501-12
Investment Extension Value at Risk
Investment Extension Value at Risk
Investment Extension Value at Risk
Investment Extension ERM-329-17
Investment Extension ERM-330-17
Investment Extension ERM-610-17
Investment Extension ERM-611-17
Investment Extension ERM-612-17
Investment Extension ERM-613-17
Resource Name
Ch. 8: Risk Identification
Ch. 13: Liquidity Risk
Strategic Risk Management Practice, Andersen and Schroder, 2010, Ch. 7
AAA Practice Note: Insurance Enterprise Risk Management Practices, pp. 4- 26
Quantitative Enterprise Risk Management, Hardy, Ch. 2 Risk Taxonomy
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
Ch. 12: Extreme Value Theory
Ch. 14: Quantifying Particular Risks
Ch. 15.5: Unquantifiable Risks
Ch. 5: Computing VaR (sections 5.1-5.3 and Appendices only)
Ch. 7: Portfolio Risk: Analytical Methods
Ch. 9: Forecasting Risk Correlations (section 9.3 only)
Ch. 12: Monte Carlo Methods
Measurement and Modeling of Dependencies in Economic Capital, Ch. 4-5
Value-at-Risk: Evolution, Deficiencies and Alternatives
Basel Committee - Developments in Modelling Risk Aggregation, pp. 72-89
Study Note on Parameter Risk, Venter and Sahasrabuddhe
Economic Capital-Practical Considerations, Milliman
AAA Practice Note: Insurance Enterprise Risk Management Practices (pp. 4-26)
Model Validation Principles Applied to Risk and Capital Models in the Insurance Industry
Aggregation of Risks and Allocation of Capital (sections 4-7)
IAA Note on Stress Testing and Scenario Analysis (pp. 1-6 and 14-17)
Counterparty Credit Risk: The New Challenge for Global Financial Markets, Ch.2: Defining Counterparty Credit Risk
Loss Models Further Topics, Klugman, Panjer and Wilmot, Ch. 10: Copula Models
Investment Management for Insurers, Babbel and Fabozzi, Ch. 11: The Four Faces of an Interest Model
Risk Appetite: Linkage with Strategic Planning Report
Modeling Tail Behavior with Extreme Value Theory, Risk Management, Sep 2009
SOA Monograph- A New Approach to Managing Operational Risk, Ch. 8
Summary of “Variance of the CTE Estimator” Risk Management, Aug 2008
Ch. 9: Some Useful Statistics (background only)
Ch. 9: Forecasting Risk and Correlations
Ch. 18: Credit Risk Management (excluding Appendices)
Value at Risk: Evolution, Deficiencies, and Alternatives
Coherent Measures of Risk – An Exposition for the Lay Actuary, Meyers, Glenn
Summary of “Variance of the CTE Estimator,” Risk Management, Aug 2008
ASOP 23: Data Quality, pp. 1-9
Ch. 16: Responses to Risk
Strategic Risk Management Practice, Andersen and Schroder, 2010, Ch. 7: Strategic Risk Analyses
Derivatives: Practice and Principles, Recommendations 9-24 & Section III
Key Rate Durations: Measures of Interest Rate Risks
Revisiting the Role of Insurance Company ALM within a Risk Management Framework
Creating an Understanding of Special Purpose Vehicles, PWC
Chapter 1 of Captives and the Management of Risk, 3rd Edition, Kate Westover
The Breadth and Scope of the Global Reinsurance Market and the Critical Role Such Market Plays in Supporting Insur
AAA PBR Checklist - Assumptions Setting (section C)
AAA Model Governance Practice Note
Leveraging COSO Across The Three Lines Of Defenses
Best Practices For Creating Your Own ORSA Report
IAA Note on ERM for Capital and Solvency Purposes in the Insurance Industry, pp. 9-38
End to End Assumption Documentation Practices, Product Matters, Jul 2016
Measurement and Modelling of Dependencies in Economic Capital, Ch. 3
Economic Capital – Practical Considerations, Milliman
S&P Enterprise Risk Management Criteria (paragraphs 1-71, 86-88)
ORSA – An International Requirement (sections 3.1 and 4.1)
Risk Based Capital–General Overview
Ch. 8: Multivariate Models
Ch. 11: VAR Mapping
Ch. 17: VAR and Risk Budgeting in Investment Management (excluding sections 17.3 and 17.4)
Risk Factors as building blocks for Portfolio Diversification: The Chemistry of Asset Allocation
Barton Waring Liability–Relative Investing I
Barton Waring Liability–Relative Investing II
Investment Management for Insurers, Ch. 26: The Use of Derivatives in Managing Equity Portfolios
Modern Investment Management: An Equilibrium Approach, Ch. 7: Beyond Equilibrium, the Black-Litterman Approa
Managing Investment Portfolios, Maginn and Tuttle, 3rd Edition Ch. 6 (sections 4 and 5 only)

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