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Session 039: IFRS 17 is Coming! Let’s Talk About Discount Rates and Economic Scenario Generation
Session 039: IFRS 17 is Coming! Let’s Talk About Discount Rates and Economic Scenario Generation ... IFRS17 calculations, particularly for risk-neutral valuation of the time value of options and guarantees.- Authors: Dan Kim, Ruth Moore
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods
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Session 172: Asset Management Technology for Insurance and Pension Applications
used to avoid ballooning runtimes. For each individual objective, measure the modeled position relative ... Highest expected portfolio value, constrained by individual liability, rating agency and regulatory considerations ...- Authors: Daniel B Finn, Ruth Moore, Society of Actuaries, Matthew Covalle
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments