16.10 Past Exam Questions

TIA Exercise

  • TIA 1: Failure of DFA and external pressure for ERM

  • TIA 2: Action from regulators to advance regulations

  • TIA 3: Financial risks and why take on risk

  • TIA 4: 5 ways to manage risk and practical examples

  • TIA 5: 4 steps of ERM

  • TIA 6: Benefits of multi period pricing model

  • TIA 7: Describe model parameter risk in example

  • TIA 8: How to build a good model

  • TIA 9: Dependencies between LoBs

  • TIA 10: Capital allocation for various stakeholders (policyholders vs shareholders)

  • TIA 11: Characteristics that distinguish model quality

Past Exam

  • 2011 #18: model underwriting risk, correlation between lines

  • \(\star\) 2013 #16: Reason for AY correlation in a LoB and how to model it

  • \(\star\) 2015 #25: definition for u/w risk and liquidity risk, correlation between the two and mitigation

  • \(\star \star\) 2016 #21: strengh and weakness of a sample ERM program

  • \(\star\) 2016 #23: Capital requirement setting

16.10.1 Question Highlights

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