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Новости и мероприятия IAA


Международная актуарная ассоциация (IAA) опубликовала материал о возможностях применения актуарных методов в банковской сфере

The International Actuarial Association (IAA) is pleased to announce the publication of the paper Opportunities for Applying Actuarial Techniques in Banking developed by its Banking Forum (known prior to 2021 as the Banking Working Group).

The paper is intended to provide useful, educational reading for actuaries working in the banking industry, both as a reference point and for purposes of continuous professional development (CPD). It may also be useful for non-actuaries working in banking risk management, actuaries considering working in banking, and actuarial associations considering an involvement in the domain of banking. The paper highlights areas where actuaries are already involved, and areas where they may become involved.

We believe that this paper fills a gap that no similar paper on actuarial practice in banking has addressed.

The paper draws on the developments in recent years in a number of jurisdictions around the world where actuaries are increasingly involved in banking. It illustrates the application of actuarial techniques in banking in different jurisdictions, including South Africa, Australia, North America and the United Kingdom. With appropriate amendments, the techniques may prove useful when applied to requirements of national, regional or supranational regulatory requirements such as those of the Basel Committee on Banking Supervision.

This is a working paper, which is expected to be reviewed and updated over time as more techniques in banking relevant to actuaries are developed and/or identified.

The paper is available on the IAA website under PUBLICATIONS/PAPERS.

This activity advances the IAA’s mission and strategic objectives to provide key supranational institutions with actuarial expertise on issues of relevance in global forums and to promote the advancement of scientific knowledge and skills of the actuarial profession.

To learn more about the work of the IAA on this topic, contact the Director of Technical Activities at the IAA Secretariat.

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