|
Other material and
where published or presented
|
Type of document
(and authors)
|
Published
|
|
Inflation
risk management. Presentation to the Hungarian Actuarial Society
|
Presentation (Malcolm
Kemp)
|
Nov 2023
|
|
De-risking in
pensions, insurance and other financial services: good or bad?
Presentation to the Hungarian Actuarial Society
|
Presentation (Malcolm
Kemp)
|
Nov 2023
|
|
A
Primer on Inflation Risk Management. AAE Discussion Paper
|
Discussion Paper (Jason
Wiebe, Martin Melchior, Malcolm Kemp, Richard Deville, Sam Achord)
|
Nov 2023
|
|
Liability
Driven Investment and Financial Stability. Presentation to the 2nd
European Actuarial Day
|
Presentation (Malcolm
Kemp)
|
Jun 2023
|
|
Inflation,
pensions and insurance. Presentation to the Milliman European Forum
|
Presentation (Malcolm
Kemp)
|
Nov 2022
|
|
Efficient
Monte Carlo simulation of portfolio value, value-at-risk and other portfolio
metrics. Presentation to the 2022 ASTIN and AFIR/ERM Virtual Colloquia
|
Presentation (Malcolm
Kemp)
|
Jun 2022
|
|
Group
testing equipment designs for Covid-19 (or other epidemiological) testing.
Nematrian
|
Nematrian Concept paper
|
Jun 2022
|
|
Actuarial
thoughts on the macroprudential concept of
“growth-at-risk”. European
Congress of Actuaries
|
Presentation (Malcolm
Kemp)
|
Jun 2022
|
|
Bank
business model transformation and financial stability consequences (I.
Over-regulation, optimal simplicity, interactions between prudential
instruments). MNB-OMFIF Financial Stability conference 2022
|
Initial panel
discussion remarks (Malcolm Kemp)
|
May 2022
|
|
Digitalisation
and the future of financial services. Presentation to the Actuarial
Association of Europe Joint Meeting of Insurance Committee, Pension Committee
and Risk Management Committee
|
Presentation (Malcolm
Kemp)
|
Mar 2022
|
|
Will
video kill the radio star? Digitalisation and the future of banking. Report
of the Advisory Scientific Committee of the European Systemic Risk Board, No 12
|
Paper (Thorsten Beck,
Stephen Cecchetti, Magdalena Grothe, Malcolm Kemp, Loriana Pelizzon, Antonio
Sánchez Serrano)
|
Jan 2022
|
|
Financial
stability implications of IFRS 17 Insurance Contracts. European
Systemic Risk Board
|
Paper by ESRB
Exploratory Group on Accounting Developments and Financial Stability
(including Samuel Achord, Nusret Calo, Alessandro D’Eri, Malcolm Kemp, Pablo
Pérez, Fabio Polimanti and Antonio Sánchez Serrano)
|
Dec 2021
|
|
Macroprudential
Regulation and Systemic Risk. Presentation to Actuarial Association of
Europe Webinar
|
Presentation (Malcolm
Kemp)
|
Oct 2021
|
|
Insurability
and Pandemic (or More Generally, Shared Resilience) Risk. AAE Position
Paper, Actuarial Association of Europe
|
Paper (Malcolm Kemp,
Esko Kivisaari, Jan Martinek, Tony O’Riordan, Matthias Pillaudin, Lauri
Saraste, Lutz Wilhelmy
|
Jun 2021
|
|
Actuaries
and Operational Risk Management. Presentation to CERA Global Risk
Conference 2021
|
Presentation (Malcolm
Kemp)
|
Jun 2021
|
|
Actuaries
and Operational Risk Management. Presentation to AAE European
Actuarial Days 2021
|
Presentation (Malcolm
Kemp)
|
Jun 2021
|
|
Actuaries
and Operational Risk Management. Actuarial Association of Europe, Discussion
Paper
|
Paper (Malcolm Kemp,
Christoph Krischanitz, Daphné De Leval, Eddy Van den Borre
|
Jan 2021
|
|
Risk Margin Update. Actuarial
Association of Europe, Webinar. [pre-print
paper pdf]
|
Presentation (Malcolm
Kemp)
|
Dec 2020
|
|
The
Potential Impact of Multi-Year Dependencies on the Design of the Solvency II
Risk Margin. Nematrian
|
Presentation (Malcolm
Kemp)
|
Nov 2020
|
|
Managing
Crisis and Creating Value-Add from the ORSA Process: Profiting from the ORSA
Process. AFIR-ERM, Risk Book Webinar
|
Presentation (Malcolm
Kemp)
|
Oct 2020
|
|
The
Mathematics of Risk Measurement. Nematrian
|
Note (Malcolm Kemp)
|
Mar 2020
|
|
A
review of the design of the Solvency II Risk Margin. Actuarial
Association of Europe, Commentary Paper
|
Paper (published by AAE
Solvency II Working Group members, chaired by Malcolm Kemp)
|
Dec 2019
|
|
The
Impact of Quantitative Easing on Risks and Risk
Management
Approaches in the Financial Sector.
Presentation to the
Autumn Seminar of the Norwegian Foundation for Promotion of the Actuarial
Profession
|
Presentation (Malcolm
Kemp)
|
Nov 2019
|
|
The
European Safe Asset Debate. Nematrian
|
Paper (Malcolm Kemp)
|
Sep 2019
|
|
Regulatory
complexity and the quest for robust regulation. SUERF Policy Note,
Issue No 86
|
Paper
(Prasanna Gai, Malcolm Kemp, Antonio Sánchez Serrano, Isabel Schnabel)
|
Jul 2019
|
|
Regulatory
complexity and the quest for robust regulation. Report of the Advisory
Scientific Committee of the European Systemic Risk Board, No 8
|
Paper
(Prasanna Gai, Malcolm Kemp, Antonio Sánchez Serrano, Isabel Schnabel)
|
Jun 2019
|
|
Actuaries and
Operational Risk Management. Paper presented to European Congress of
Actuaries, June 2019 [pre-print
paper pdf]
|
Paper
(Malcolm Kemp, Christoph Krischanitz, Daphné de Leval, Eddy Van den Borre)
|
May 2019
|
|
Current
financial stability initiatives relating to insurers and pension funds. Paper
presented to the AFIR-ERM Colloquium, May 2019
|
Presentation (Malcolm
Kemp)
|
May 2019
|
|
Improving
valuation run-times for derivative books. Occasional Nematrian
research paper
|
Paper (Malcolm Kemp)
|
Apr 2019
|
|
ORSA
(Solvency II) vs ORA (IORP II). Presentation
to the Actuarial Association of Europe Joint Meeting of Insurance Committee,
Pension Committee and Risk Management Committee
|
Presentation (Malcolm
Kemp)
|
Sep 2018
|
|
Market
consistency and weighted Monte Carlo. Presentation to LSE Actuarial
Society [pdf]
|
Presentation (Malcolm
Kemp)
|
Feb 2018
|
|
Financial
stability implications of IFRS 9. European Systemic Risk Board
|
Report published by
ESRB Taskforce (which included Malcolm Kemp)
|
Jul 2017
|
|
Negative
Interest Rates and Their Technical Consequences. Actuarial Association
of Europe
|
Paper, published by AAE
Taskforce consisting of Malcolm Kemp, Philipp Keller, Christoph Krischanitz
(chair), Bertrand Lespinasse and Karel Goossens
|
Dec 2016
|
|
How the financial
system helps society innovate and develop. Le Magazine Des
Professions Financières & De L’Économie [pre-print pdf]
|
Article (Malcolm Kemp)
|
Dec 2016
|
|
Tail fitting
probability distributions for risk management purposes
Presentation to
Institute and Faculty of Actuaries Pension, Risk and Investment Conference,
Edinburgh [pdf]
|
Presentation (Malcolm
Kemp)
|
Jun 2016
|
|
Systemic
Risk Relevance of Pension Funds, Insurers and Asset Managers
Occasional Nematrian
research presentation [pdf]
|
Presentation (Malcolm
Kemp)
|
May 2016
|
|
Own Risk and
Solvency Assessment (ORSA). Chapter 10 of IAA Risk Book. IAA
|
Book Chapter (Maryellen
Coggins, Nick Dexter, Malcolm Kemp and John Oost)
|
Mar 2016
|
|
Financial
Market Conduct Risk and Financial Stability
Presentation to
RiskMinds Risk and Regulation Forum, Brussels [pdf]
|
Presentation (Malcolm
Kemp)
|
Jun 2015
|
|
ERM
Developments and Opportunities for Actuaries
Presentation to ACA
Sessional Meeting [pdf]
|
Presentation (Malcolm
Kemp)
|
Dec 2014
|
|
Changing
financial sector interconnectivities and their impact on regulatory
frameworks
Updated paper
including feedback received during a Workshop presentation at the
RiskMinds Risk and Regulation Forum, Barcelona (Sep 2014) and an Actuarial
Association of Europe Meeting (Oct 2014)
Appendix
A: Capital Adequacy: A conceptual framework
|
Paper (Malcolm Kemp)
|
Dec 2014
|
|
Regulatory
costs and risk neutrality
Occasional Nematrian
research paper
|
Paper (Malcolm Kemp)
|
Oct 2014
|
|
Changing
financial sector interconnectivities and their impact on regulatory
frameworks
Workshop
presentation at the RiskMinds Risk and Regulation Forum, Barcelona [presentation
pdf, paper
pdf]
|
Presentation and Paper
(Malcolm Kemp)
|
Sep 2014
|
|
Pension
plan solvency and extreme market movements: a regime switching approach
European Journal of
Finance,
DOI:
10.1080/1351847X.2014.946528
|
Paper
(Niloufar Abourashchi,
Ian Clacher, Mark C. Freeman, David Hillier, Malcolm Kemp and Qi Zhang)
|
Sep 2014
|
|
Entity-wide
Risk Management for Pension Funds
Presentation of
paper to the International Congress of Actuaries 2014, Washington DC, USA
[presentation
pdf, paper
pre-print pdf]
|
Presentation (Malcolm
Kemp)
|
Apr 2014
|
|
Enterprise Risk
Management
Presentation to
Queens University Actuarial Seminar [pdf]
|
Presentation (Malcolm
Kemp)
|
Feb 2014
|
|
Discounting
Presentation to
Hungarian Actuarial Society Fall School, Visegrad [pdf]
|
Presentation (Malcolm
Kemp)
|
Nov 2013
|
|
Possible
Unintended Consequences of Basel III and Solvency II
Presentation to Hungarian Actuarial Society Fall School, Visegrad [pdf]
|
Presentation (Malcolm
Kemp)
|
Nov 2013
|
|
Possible
Unintended Consequences of Basel III and Solvency II
Presentation to RiskMinds Risk and Regulation Forum, Nice [pdf]
|
Presentation (Malcolm
Kemp)
|
Sep 2013
|
|
Techniques
for Handling Extreme Events in the Context of Portfolio Construction
Presentation to
Groupe Consultatif Summer School, Lyon, France [pdf]
|
Presentation (Malcolm
Kemp)
|
Jun 2013
|
|
Possible
Unintended Consequences of Basel III and Solvency II
Presentation to Institute and Faculty of Actuaries, Edinburgh and London
|
Presentation (Malcolm
Kemp)
|
Jan 2013
|
|
Market
Consistency – an educational note
Actuarial
Association of Europe
[local
copy]
|
Paper
(Philipp Keller, Malcolm Kemp, Christoph Krischanitz)
|
Dec 2012
|
|
Fat
Tails and Extreme Events
Presentation to City
Book Fair [pdf]
|
Presentation (Malcolm
Kemp)
|
Nov 2012
|
|
Article
about ten top actuaries, including Malcolm Kemp
Insurance ERM
|
Article (Insurance ERM)
|
Nov 2012
|
|
A
framework for the use of discount rates in actuarial work
Preprint of article
in Placard
|
Article (Malcolm Kemp)
|
Oct 2012
|
|
Responses
to questions to stakeholders on draft technical specifications for QIS of
EIOPA’s Advice on the Review of the IORP Directive
Nematrian note
|
Response to
consultation paper
|
Jul 2012
|
|
Differences
and Similarities between Banks and Insurers
Nematrian note for
IAA contributing to debate on whether insurers are exposed to systemic risk
|
Note (Malcolm Kemp)
|
Jun 2012
|
|
Pension plan
solvency and extreme market movements: a regime switching approach
Presentation given
to sessional research meetings of the Institute and Faculty of Actuaries in
Leeds
|
Paper (Mark Freeman,
Iain Clacher, David Hillier, Malcolm Kemp, Niloufar Abourashchi and Qi Zhang)
|
Jun 2012
|
|
Financial
Management of the UK PPF
Opening comments at
Institute and Faculty of Actuaries Sessional Research Meeting
|
Speech (Malcolm Kemp)
|
Feb 2012
|
|
Applying EVT
and alternatives to portfolio construction and the management of risk
Presentation given
to Institute and Faculty of Actuaries Open Forum on Extreme Value Theory
[pdf]
|
Presentation (Malcolm
Kemp)
|
Jan 2012
|
|
Sponsor
covenants in risk-based capital
Life & Pensions
Risk, Dec 2011
[Oct 2011 Pre-print
version here]
[References and other
material: here]
|
Paper (Malcolm Kemp)
|
Dec 2011
|
|
Risk
credentials for actuaries - ERM as a Growth Practice Area
Talk given to global
actuarial webinar organised by the Society of Actuaries [pdf]
|
Presentation (Malcolm
Kemp)
|
Dec 2011
|
|
Insurance:
Just Part of the Financial Sector
Talk given to
Actuarial Society of Finland [pdf]
|
Presentation (Malcolm
Kemp)
|
Nov 2011
|
|
Actuaries
and Enterprise Risk Management
Talk given to a
Joint Actuarial Profession and Institution of Civil Engineers ERM Event
|
Speech
|
Oct 2011
|
|
Possible
unintended consequences of Basel III and Solvency II
Presentation to
Milliman Forum [pdf]
|
Presentation (Malcolm
Kemp)
|
Oct 2011
|
|
Possible
unintended consequences of Basel III and Solvency II
Presentation to the
International Actuarial Association [pdf]
|
Presentation (Malcolm
Kemp)
|
Sep 2011
|
|
ERM For
Pension Funds and their sponsors
Presentation to the
Pensions, Benefits and Social Security Colloquium 2011, Edinburgh [pdf]
|
Presentation (Malcolm
Kemp)
|
Sep 2011
|
|
Possible
Unintended Consequences of Basel III and Solvency II
IMF Working Paper
No. 11/187
[References and other
material: here]
|
Paper (Ahmed Al-Darwish,
Michael Hafeman, Gregorio Impavido, Malcolm Kemp, Padraic O’Malley)
|
Aug 2011
|
|
Insights
on Enterprise Risk Management
Presentation to SAAX
(South African Actuaries working in the UK) [pdf]
|
Presentation (Malcolm
Kemp)
|
July 2011
|
|
ERM – The
wider context
Presentation to
Institute and Faculty of Actuaries Event on ERM for pension funds and their
sponsors [pdf]
|
Presentation (Malcolm
Kemp)
|
Apr 2011
|
|
Entity-wide
risk management for pension funds (local copy)
Presentation to
Groupe Consultatif
|
Presentation (Malcolm
Kemp and Chinu Patel)
|
Mar 2011
|
|
Entity-wide
risk management for pension funds
[local
copy, pre-print
of paper, local
copy of presentation]
Sessional research
meetings, Edinburgh and London
[Note: a Japanese
translation of this paper is available here,
References and other material are here: here]
|
Paper (Malcolm Kemp and
Chinu Patel)
|
Feb 2011
|
|
Entity-wide
Risk Management for Pension Funds: Model Example
Part of presentation
given to sessional research meetings of the Institute and Faculty of
Actuaries in Edinburgh and London
|
Backing material for
Presentation (Malcolm Kemp)
|
Feb 2011
|
|
Developing
a framework for the use of discount rates in actuarial work
Sessional research
meetings, Edinburgh and London
[local
copy; references and other material: here]
|
Paper (Charles Cowling,
Ralph Frankland, Robert Hails, Malcolm Kemp, Ruth Loseby, James Orr, Andrew
Smith)
|
Jan 2011
|
|
Extreme Events -
Robust Portfolio Construction in the Presence of Fat Tails – A summary
Presentation to the
International Actuarial Profession’s Global Enterprise Risk Management
webinar, 14 January 2011 (based around material in Malcolm Kemp’s book with
the same title)
|
Presentation (Malcolm
Kemp)
|
Jan 2011
|
|
Actuaries
and Enterprise Risk Management
Talk given to VIP
dinner on behalf of UK actuarial profession
|
Speech (Malcolm Kemp)
|
Nov 2010
|
|
Solvency II
High-level Overview
Client presentation
|
Presentation (Malcolm
Kemp)
|
Oct 2010
|
|
Regulatory
frameworks – lessons learned and potential implications of the Credit Crisis
Risk and Investment
Conference, Edinburgh
[local
copy and Backing
paper (local copy); references and other material: here and
here]
|
Presentation and paper
(Malcolm Kemp, Elliot Varnell)
|
Jun 2010
|
|
Extreme Events
and Portfolio Construction
Risk and Investment
Conference, Edinburgh
[local
copy]
|
Presentation (Malcolm
Kemp)
|
Jun 2010
|
|
Meeting the
Regulatory and Business Expectations of Stress Testing and Back Testing
Infoline UCITS III
& IV Risk Management Conference, London
[backing material: UCITS
Risk Management: Stress Testing And Back Testing]
|
Presentation (Malcolm
Kemp)
|
Jun 2010
|
|
Modelling in
financial markets
Presentation to
Austrian Actuarial Association, Vienna
|
Presentation (Malcolm
Kemp)
|
Jun 2010
|
|
Regulatory
Change and the Credit/Liquidity Crisis
Lecture at Imperial
College, London
|
Presentation (Malcolm
Kemp)
|
May 2010
|
|
Funding
the Country’s Infrastructure Needs
Article in Financial
News, February 2010
|
Article (Malcolm Kemp)
|
Feb 2010
|
|
Views on
non-Normal markets
Lecture at Imperial
College, London
|
Presentation (Malcolm
Kemp)
|
Dec 2009
|
|
Stress
Testing and Back-testing for UCITS Funds
Infoline UCITS Risk
Management Conference, London
|
Presentation (Malcolm
Kemp)
|
Nov 2009
|
|
Extreme events:
Blending principal components analysis with independent components analysis
Quant Congress,
London
[pdf]
|
Presentation (Malcolm
Kemp)
|
Nov 2009
|
|
Liquidity
Risk – Its Relevance To Actuaries
Lecture at Imperial
College, London
|
Presentation (Malcolm
Kemp)
|
Jun 2009
|
|
The VaR vs Tail VaR Mindsets
[local copy]
Open Forum: Capital
adequacy – Is VaR the best approach?
|
Presentation (Malcolm
Kemp)
|
Mar 2009
|