Episode 82: Enterprise Risk Management

My guest for Episode 82 is Paul Sweeting, Ph.D, FIA, CERA, CFA, FCSI, FRSA, Senior Advisor at Hassana Investment Company.

The theme for the episode is 𝗘𝗻𝘁𝗲𝗿𝗽𝗿𝗶𝘀𝗲 𝗥𝗶𝘀𝗸 𝗠𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁.

Paul and I explore the following topics:⁣

✅ Enterprise risk management and its strategic role in organizations
✅ How actuaries add value in ERM
✅ Capital modeling, quantitative risk evaluation, and risk measures
✅ Using multivariate distributions for risk modeling
✅ What copulas are and why they are used for ERM
✅ How to build risk models using copulas
✅ Specific risk modeling applications of copulas
✅ Gaussian, T, and Archimedean copulas
✅ The role of copulas in the 2008 financial crisis
✅ Corporate governance and its significance in ERM

If you are interested in learning from one of the premiere global voices in the actuarial profession, you want to listen to this.

My Website: maverickactuary.com