Nematrian Reference Library

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Set out below are suggested references for the Page you have come from. Alternatively, select category and sub-category to see a table of references, i.e. external material referred to by Nematrian website, relating to your choice (and in some cases hyperlinks to and/or abstracts or summaries of these references)

References and other external resources for: ERMForPensionFundsRefs

Ambachtsheer, K.P. (2007)Pension Revolution: A Solution to the Pensions Crises
Bank of England (2009)Recovery and Resolution Plans - Remarks by Andrew Bailey
BAS (2009a)Technical Actuarial Standard D: Data
BAS (2009b)Technical Actuarial Standard M: Modelling
BAS (2010)Technical Actuarial Standard R: Reporting Actuarial Information
Byrne, P., Mitchell, R., O’Sullivan, D. and Sykes, I. (2009)Pension risk: Risk management for pension schemes
CEIOPS (2009a)CEIOPS Advice for Implementing Measures on Solvency II: Supervisory Reporting and Public Disclosure Requirements
CEIOPS (2009b)CEIOPS Advice for Implementing Measures on Solvency II: System of Governance
CEIOPS (2010c)CEIOPS response to European Commission Green Paper – “Towards adequate, sustainable and safe European pension systems”, 15 November 2010
Chapman, R.J. (2006)Simple tools and techniques for enterprise risk management
Chapman, R.J., Gordon, T.J. and Speed, C.A. (2001)Pensions, Funding and Risk
Clark, G. and Urwin, R. (2007)Best-Practice Investment Management: Lessons for Asset Owners
Deighton, S.P., Dix, R.C., Graham, J.R. and Skinner, J.M.E. (2009)Governance and Risk Management in United Kingdom Insurance Companies
EC (2010)Towards adequate, sustainable and safe European pension systems
EIU (2009)Beyond box-ticking: A new era for risk governance
FSA (2009b)Discussion Paper 09/4: Turner Review Conference Discussion Paper. A regulatory response to the global banking crisis: systemically important banks and assessing the cumulative impact
FSA (2010)Consultation Paper 10/03: Effective corporate governance (Significant influence controlled functions and the Walker review)
Groupe Consultatif (2010)Security in occupational pensions
Hatchett, J., Bowie, D. and Forrester, N. (2010)Risk management for DB pension funds
Hitchcox, A.N., Klumpes, P. J. M., McGaughey, K. W., Smith, A. D. and Taverner, N. H. (2010)ERM for Insurance Companies - Adding the Investor’s Point of View
HM Treasury (2009)A review of corporate governance in UK banks and other financial industry entities - Final Recommendations
IAA (2009)Note on Enterprise Risk Management for Capital and Solvency Purposes in the Insurance Industry
IASB (2010)Defined benefit plans: Proposed amendments to IAS 19, Exposure Draft/2010/3
ICAEW (2002)No surprises: working for better risk reporting
ICAEW (2005a)Risk management: Risk Management among SMEs
ICAEW (2005b)Risk management: A guide for finance professionals
IFRS (2010)Management Commentary: A framework for presentation
Kelliher, P.O.J., Wilmot, D., Vij, J. and Klumpes, P.J.M. (2011)Discussion Paper: A Common Risk Classification System for the Actuarial Profession
Kemp, M.H.D. (2005)Risk Management in a Fair Valuation World
Kemp, M.H.D. (2009)Market consistency: Model calibration in imperfect markets
Kemp, M.H.D. (2010)Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails
Kemp, M.H.D. (2010a)Liquidity Risk - Its Relevance to Actuaries
Kemp, M.H.D. (2011)Entity-wide risk management for pension funds
Kenyon, C. (2010)Post-shock short-rate pricing
Knight, F. H. (1921)Risk, Uncertainty and Profit
Kocken, T.P. (2006)Curious Contracts: Pension Fund Redesign for the Future
Lam, J. (2003)Enterprise Risk Management
Lewin, C. (2010)The New ERM Guide
O’Brien, C., Woods, M. and Billings, M. (2010)Pension risk disclosures by FTSE100 companies
OECD/IOPS (2011)Good practices for pension funds’ risk management systems
Orros, G.C. and Smith, J. (2010)ERM for health insurance from an actuarial perspective
Reinhart, C.M. and Rogoff, K.S. (2009)This Time is Different: Eight Centuries of Financial Folly
Scott, P. (2010)Making money safely: A personal view of risk management in non-financial corporates, insurance and banking

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See here to choose a new Category/Sub-Category or here for a list of all references held by the Nematrian website. Please contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.
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