Stress and Scenario Testing

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 Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies Ai, J., Bajtelsmit, V.L., & Wang, T. 2014
RECENTLY ADDED A New Approach to Assessing Model Risk in High Dimensions Bernard, C. & Vanduffel, S. 2014
RECENTLY ADDED Rigid, Fluid and Context-Dependent Enterprise Risk Management Fytros, C. 2014 
RECENTLY ADDED Risk Perspectives Stress Testing: North American Edition Vol 2 Dec 2013 Moody's Analytics 2013
RECENTLY ADDED Effective Stress Testing in Enterprise Risk Management Guo, L. 2009 
Stress Testing in an Uncertain World
Audio also available
Sweeney, G. & Bice, A. 2014
Stress Testing and Scenario Analysis International Actuarial Association 2013

Keynote and Plenary Speakers