Capital

A select list of relevant ERM material for those interested. Please feel free to contact the RMPC if you would like to contribute any new papers of relevance and value to this list.

Title Author/Organisation Date
RECENTLY ADDED Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins John Manistre, B. 2015
Developments in Banking Capital and Liquidity Requirements Su, D., & Cater, M. 2014 
Economic Projection and Implications for Management Decisions Munich Re 2014
Economic Capital for Life Insurers
Presentation and Audio also available
Kapel, A., Antioch, D., & Tsui, E. 2013
ICAAP – One Year On
Audio also available
Cummings, B. & Curtis, R. 2014
The Role of the Actuary in Solvency II:
Managing Financial Risks
Working Group on the Roadmap to Solvency II -
Dutch Actuarial Association
2011

Keynote and Plenary Speakers

Annie TayJasmine LeeMatt HodsonGreg MartinJoseph WongRamani Venkatramani