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Complaints and Disciplinary process

The Institute and Faculty of Actuaries (IFoA) regulates its members to assure public confidence in the actuarial profession

The role of our Complaints and Disciplinary process

The public – clients, users, employers and all those whose finances are affected by actuarial decisions – must be confident that the member they employ, or whom they trust with their finances, will observe standards of practice and conduct which justify that trust.

Should things go wrong, we have developed disciplinary procedures in order to enforce our members' professional requirements.

Quick guide to the IFoA Disciplinary Scheme

The Disciplinary and Capacity for Membership Schemes enables the IFoA to maintain and protect the standards, professionalism, reputation and public perception of its members. Watch this short video guide to the IFoA Disciplinary Scheme to find out more. 

Watch our short video guides to Disciplinary Scheme Investigations and Disciplinary Scheme Adjudications and Tribunals

How to make a complaint

Find out how to make a complaint against a member of the IFoA and how our disciplinary process works.

Making a complaint

The IFoA also licences some actuarial firms to carry out some restricted activities in our role as a Designated Professional Body. Find out how to complain about a firm licenced by the IFoA.

IFoA Disciplinary and Capacity for Membership Schemes

Find out how our Disciplinary and Capacity for Membership Schemes work and access guidance if you are facing an allegation:

You can find out more about our disciplinary processes in:

Read determinations of cases heard under our Disciplinary Scheme and find out about forthcoming hearings

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Contact Details

If you have any questions about the disciplinary process, please email

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E.g., 04/03/2021
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Events calendar

  • Finance in the Public Interest Series

    16 March 2021 - 23 March 2021

    Spaces available

    There is widening debate that many of our social, financial and regulatory institutions need to be rethought so that we can create more sustainable futures, particularly in light of the Covid-19 pandemic, the policy/macro-economic response to the pandemic and how it affects consumers, as well as the impending climate crisis. This multi-day series of three keynote webinars, individually presented by leading economist John Kay, Sir Paul Collier, Professor of Economics and Public Policy at the Blavatnik School of Government, Ashok Gupta, Chair at Mercer Ltd, and Nico Aspinall, Chief Investment Officer at B&CE, will open up discussion on these essential topics. The series will culminate in a panel session with Chief Economist of the Bank of England, Andy Haldane.

  • The price is righter

    16 March 2021

    Spaces available

    This webinar provides an overview of the state of the UK protection market, and how different insurers are using different levels of sophistication to price (such as using customer demand models). It considers how insurers have implemented these sophisticated pricing techniques, and the practical challenges they have faced.

  • Spaces available

    This discussion will revolve around the latest industry developments including and introduction to Part VII transfers and Schemes of Arrangement (process, parties involved and recent events), insights and lessons from recent with-profits transactions and restructurings (including Equitable Life and Pru-Rothesay), how firms can apply these learnings to future arrangements, and the outlook for future with-profits transactions and restructurings (including the impacts of Covid-19 and Brexit)


  • Spaces available

    What is stewardship and how has the landscape changed under the 2020 UK Stewardship Code? How does effective stewardship create long term value for beneficiaries and what roles do asset owners and asset managers play in active stewardship. This webinar will offer answers to these questions in a practical approach to stewardship reporting.

  • Spaces available

    Mis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis.  However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year.  This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work.