Description: This article provides an analysis of Value at Risk VAR and its advantages and limitations as a tool for assessing and quantifying market risk. The article originally appeared in the August 1997 issue of Financial Engineering News and is reprinted with permission.

Description: Risk Management, the newsletter of the Joint Risk Management Section. January 2016, entire issue

Description: An overview of SOA annual meeting session 25 panel discussion: completing the hedge.

Description: Describes session at the 2015 Life and Annuity Symposium on a new electronic exchange for equity securities, IEX. The exchange rules limit the potential for high frequency traders to front-run customer orders.

Description: Describes outlook for inflation, generally higher in the US and lower in Japan/Europe. Enumerates macroeconomic drivers of inflation, and comments on the pace of inflation-linked debt issuance globally.

Description: How to set asset assumption, at the cycle or through the cycle and other considerations

Description: There are many factors involved with managing the financial condition of an insurance company and the factors usually fall into on of three categories: earnings management, capital management and risk management. Transfer pricing involves assigning a price for the use of funds that are transferred within the company.

Description: In insurance companies and pension plans currency risk arises when a company has future obligations in one currency and investments in another currency. The question that is often asked is whether this currency risk should hedged or not.

Description: This article is an overview of the presentations made at the Advanced Risk Management Seminar. Some topics were 1 the importance of enterprise risk management 2 how policyholder behavior affects the risks of GMBD riders and 3 credit risk.

Description: This article discusses how pension accounting has an impact on the personal savings rate.