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ERM

ERM . Svenska aktuarieföreningen 2011-04-26. Vem är jag och varför är jag här?. SAS Institute AB Mjukvaruföretag Riskhantering växande KTH Adj Prof Industriell ekonomi – tillämpning av finansmatematiska modeller ERM utbildning start VT- 2012 del i CERA eventuellt . SAS Institute.

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ERM

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  1. ERM Svenska aktuarieföreningen 2011-04-26

  2. Vem är jag och varför är jag här? • SAS Institute AB • Mjukvaruföretag • Riskhantering växande • KTH • AdjProf Industriell ekonomi – tillämpning av finansmatematiska modeller • ERM utbildning start VT- 2012 del i CERA eventuellt

  3. SAS Institute A Global Company • The worldslargestprivatelyowned software company • Between 20-25 % of annualturnover is invested in R&D eachyear • A leader in Business Analytics – proactivedecisionmaking • 11000 employees in 130 countries • Financial industry is the largestindustry • Risk is a focus area • Combines technology and solutions • Solves business specificchallenges

  4. ERM kurser KTH – HT 2011 och VT 2012 - Measurement vs. Management • Class room • ERM • MR • CR • OR/GRC • LR/ALM • UR • Aggregering • Gästföreläsare • Dan Masfeld (Vattenfall) • Catharina Lagerstam • Joakim Jansson (HB) • Ivan Thompson (Swedbank) • Gunnar Andersson?? (Folksam)

  5. CERA - In 2007, the Society of Actuaries developed the Chartered Enterprise Risk Analyst (CERA) credential in response to the growing field of enterprise risk management. • This is the first new professional credential to be introduced by the SOA since 1949. • Focus on how various risks, including operational, investment, strategic, and reputational combine to affect organizations. • CERAs work in environments beyond insurance, reinsurance and the consulting markets, including broader financial services, energy, transportation,…. • It takes approximately three to four years to complete the CERA curriculum which combines basic actuarial science, ERM principles and a course on professionalism. • To earn the CERA credential, candidates must take five exams, fulfill an educational experience requirement, complete one online course, and attend one in-person course on professionalism

  6. Sirius årsredovisning 2009:The objectives of Sirius’ work with ERM are • Secure existing high profitability through better risk management. • Obtain better information for strategic management decisions. • Demonstrate strong risk management vis à vis rating agencies and other interested parties. • Provide stakeholders with transparent risk management information. • Comply with Solvency II requirements.

  7. Solvency II- ERM – Management Information dashboard Valuation of assets and liabilities based on the total balance sheet approach Pillar 3 Decision Makingand Strategy Approach Solvency I I Pillar 1 Pillar 2 Developing a risk management system Risk Management Free Assets Market Risk Credit Risk Operational Risk Underwriting Risk Risk Identificationand Assessment ReportingandMonitoring Solvency Capital Requirement (SCR) Market Value of Assets Risk margin Best estimate Reserves RiskMitigationand Control

  8. Tack för visat intresse!

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