Nematrian Reference Library
[this page | back links]
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
| Author(s) | Title |
| 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 |
Click Author(s) column to go to document location on Internet if known to Nematrian. Click Title column to go to relevant material on www.amazon.com in a new window; if this is not the Amazon website you usually use then choose from following and press 'Update Locale':
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.