31
-
40
of
183
results (0.45 seconds)
Sort By:
-
Credit Risk Study
Credit Risk Study 1994 SOA Spring Meeting, Orlando. This session on credit risk presented a comparative ... survey of recent and ongoing research related to asset credit risk, and it provided analysis of SOA 1986-89 ...- Authors: Warren Luckner, Arnold Shapiro, Kin O Tam, Walter C Barnes
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
-
What If You Stretch Investment Yield and It Snaps?
Snaps? This session at the SOA 2003 Washington, DC Spring Meeting focuses on the current low interest rate ... rate environment, which creates pressure on life companies to reach for incrementally higher yields via ...- Authors: Frank Cataldo, Timothy L Swenson, Kenneth Mungan
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Appropriate Standards for Profit Margins
Orlando. In this session the panelists debated the diversity of professional practice about how ... spoke of the traditional actuarial perspective, while the other represented the modern theory of finance ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy
-
Liquidity: How Much is Enough?
Enough? From session 5PD at the Spring regional meeting of the Society of Actuaries held in Atlanta, Georgia ... Panel discusses liquidity risk and the rating agencies' viewpoint on liquidity requirements. Asset ...- Authors: Peter Tilley, Neil T Strauss, Jane E Kinney
- Date: May 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
The Protection Of Savings In A Time of Inflation
The Protection Of Savings In A Time of Inflation This document is an an address presented by the Honorable ... at the April 1976 Washington D.C. meeting on the topic of how to protect savings during a time of inflation ...- Authors: Application Administrator
- Date: Apr 1976
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial markets; Finance & Investments
-
Quantitative Methods Used in Managing Credit Risk
Methods Used in Managing Credit Risk The panel at this session of the SOA 2004 Annual Meeting describes ... methods that are currently used for quantifying credit risk, both from a portfolio perspective and an individual ...- Authors: Anthony Dardis, Rishi Kapur, Ugur Koyluoglu, Perry D Mehta
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Are We Prepared for Interest Rates to Rise Again?
Are ... session focused on the possible impacts of a return to higher interest rates and explored risk management ... analysis;Yield curve=Term structure;Interest rate risk; 16815 4/1/1994 12:00:00 AM ...- Authors: Randall Boushek, Shane A Chalke, Robert P Clancy, Prakash A Shimpi
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics; Finance & Investments
-
The Revitalized Lloyd's of London
The Revitalized Lloyd's of London Panelists provide an educational description of Lloyd's of ... reconstruction and renewal program. From the 1997 Record of Society of Actuaries, Vol. 23, No. 3. N/A; 17493 ...- Authors: Andrew S Niedzielski, Erik Rasmussen
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Pricing and Hedging Synthetic CDO Tranche Spread Risks
presentation examines the measurement and hedging of synthetic CDO tranche spread risks based on market spread ... spread data following the sub-prime crisis. A range of methods proposed for pricing bespoke CDOs are examined ...- Authors: Michael Sherris, Jack Jie Ding
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
-
Developing Dollars-at-Risk Limits
Dollars-at-Risk Limits This session from the 1995 SOA Boston Meeting covers the dollars-at-risk, or value ... value at risk, system for risk management in the banking industry and the applicability of this system in ...- Authors: Cindy L Forbes, Richard Harris, Fidelia Chen, Glyn A Holton
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments