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Challenges of Managing Interest Rate Risk: Part 2—How to get the Most Insight out of a Company's Assets and Liabilities
the combination of deterministic runs using the valuation date’s spot rate and the option adjusted spread ... approximation for the first part uses metrics at the valuation date with the amount of rate change in the first ...- Authors: Dariush Akhtari
- Date: May 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Essays - Risk Management: The Current Financial Crisis, Lessons Learned and Future Implications
Implications This is the SOA website page displaying the table of contents for Risk Management: The Current Financial ... InstanceEndEditable --> <!-- InstanceBeginEditable name="Table" --> Download Complete Essay Download Complete Essay ...- Authors: Society of Actuaries
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Public Policy
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Challenges of Managing Interest Rate Risk: Part 1—How to get the Most Insight out of a Company's Assets and Liabilities
small as possible, say 1 bp. In fact, looking at Table 1 when the spot rate is at 4% using the combination ... DV01 and CV01 is larger. Table 2 provides the results for a 10-bp shift while Table 3 provides results with ...- Authors: Dariush Akhtari
- Date: Feb 2024
- Competency: Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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The Evolution of Risk Management: Taking the Next Step Toward Becoming the Coveted Business Partner
evolved along with the business model changes, from individual, transaction-based decisions based on a combination ... of risk organizations and demanded a seat at the table without changing the dialogue—which converted many ...- Authors: Chad R Runchey
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
Linz innovation ecosystem, a colored “slide-bar” table has been assembled from personnel survey data. It ... are ones somewhat divorced from the individual person, the individual employee. There is, first, the “whole-system ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Enterprise Risk Management at the U.K. Pension Protection Fund
will generally pay 90 percent of the pension an individual had accrued (including revaluation) immediately ... Protection Levy and returns on invested assets. Table 2.1 shows the development of the PPF balance sheet ...- Authors: Martin Clarke, Jean Pierre Charmaille
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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April 2020 issue of Risk Management
through the library and enjoy the new books. Table 1 2020 JRMS Webcast Schedule Month Date Topic March ... announce the calendar of JRMS webcasts for 2020 (Table 1). In this period of uncertainty, we acknowledge ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Global Perspectives
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Macroeconomics Based Economic Scenario Generation
economic patterns in individual scenarios and explaining the causes behind individual scenarios. RISK ... financial option pricing, market consistent valuation and tactic asset allocation. It is more suitable ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Quantifying Defined Contribution Risk
aware of the key risks inherent in DC plans. Table 1 sum- marizes the key DC risks within four broad ... and the likelihood of outliving their savings table 1 Strategic Design Plan sponsors should be designing ...- Authors: Minaz Lalani
- Date: Mar 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Pensions & Retirement
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A novel approach in valuing an insurance company's economic surplus
A novel approach in valuing an insurance company's economic surplus A critical step in valuing ... This article provides a novel approach to the valuation of MVES that is stable and reasonably immune to ...- Authors: Dariush Akhtari
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management