Description: This session 10 of the 1990 Valuation Actuary Symposium is a panel discussion on collateralized mortgage obligations and other asset projections.

Description: Panelists provide a primer on Collateralized Mortgage Obligations [CMOs], exploring how they are constructed and why they exist. Session 3 of the 1991 Valuation Actuary Symposium.

Description: Discusses asset and liability modeling for collateralized mortgage obligations [CMOs]. Assumes knowledge from previous Session 3. Session 8 of the 1991 Valuation Actuary Symposium.

Description: This session at the SOA 1990 Annual Meeting looks at default risks and yield curve risk including discussion of historical experience, NAIC proposals for MSVR, duration leverage, and asset/liability management in a total return environment.

Description: Presented at October 1986 Annual Meeting. Discusses background, product design, NAIC model regulations, New York legislation and regulations, investment considerations, financial reporting, and provides a Canadian overview of MVA products.

Description: This session discussion is about capital management of insurance companies from three perspectives: product development, investment, and financial reporting. Where appropriate, reinsurance will be incorporated in the discussions. Each section involved has contributed panelists and ideas. From Record of the Society of Actuaries Vol. 15, No. 3B.

Description: The session from the 1995 SOA New York City Meeting discusses derivatives, policy, controls, compliance, reporting and demonstrates how to implement systems that track performance and ensure that the correct type and amount of derivatives are in place. From the Record of the Society of Actuaries, Vol. 21, No. 2.

Description: This session at the SOA 1990 Hartford Spring Meeting presents an overview of asset backed securities including the various types available - many based on auto loans and credit cards, their return characterisitics, and the credit risk aspects of this market.

Description: 1993 SOA Annual Meeting, New York. Insurance regulators commissioned a task force to develop cash-flow variability measurement standards. This session presented the recommendations of that task force and the relationship to cash-flow testing. Topics included: 1. The regulatory need and how the process was approached. 2. The types of CMO variability that the standards attempt to address. 3. A description of the scenario selection process that's used in this model. 4. The prepayment assumptions and the method to be used to collect prepayment data. 5. The relationship to cash-flow testing. 6. The regulators' reactions.

Description: Presented at October 1996 Annual Meeting. Recent surveys on asset/liability management 'ALM' practices provide the basis for this discussion of ALM practices in the insurance industry. Participants discuss the tools and techniques used by their companies.