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Can Large Pension Funds Use Derivatives to Effectively Manage Risk and Enhance Investment Performance—Case Study: Key Rate Duration Adjustment
tactical duration target? Table 1 (page 11) shows the current portfolio. Table 2 (page 11) shows the targeted ... attributed to CME Group’s U.S. Treasury futures. (see Table 3, page 11) Now that we have more information ...- Authors: David Gibbs
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management
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Real Options in Radical Uncertainty: Part 2—The Limits of Financial Option Theory
another potential problem, as illustrated in Table 1. Table 1 Mean and Variance Potential Problem With ... distribution is not Gaussian.[4] (See Table 2 and Figure 1) Table 2 Non-Gaussian Distribution Figure 1 ...- Authors: Bryon Robidoux
- Date: Sep 2023
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Real Options in Radical Uncertainty: Part 1—The Nature of Risk and Uncertainty
a rack of independent billiard balls on a pool table. The energy transferred through the billiard balls ... and opinions expressed herein are those of the individual author and are not necessarily those of the Society ...
- Authors: Bryon Robidoux
- Date: Sep 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics; Economics>Behavioral economics; Economics>Financial markets; Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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How Many Scenarios?
and equity market models when used in pricing, valuation and risk management situations. Does the number ... OCTOBER 2002 How Many Scenarios? by David Ingram TABLE 3 Standard Deviation of Results from Seven Seed ...- Authors: David Ingram
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Risk Management Best Practices
low-cost loans (called“advances”) offered by the individual banks of the Federal Home Loan Bank (FHLB) system ... Senior management 2. Mark to market 3. Market valuation methodology 4. Identify revenue sources 5. Measure ...- Authors: David Ingram
- Date: May 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management
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The Chartered Enterprise Risk Analyst Credential: The Experienced Practitioner’s Pathway
An individual who has performed work in the field of ERM at a senior level • An individual who has ... field • An individual with significant visibility in the ERM field • An individual who has made ...- Authors: Chaundra McGill
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession; Enterprise Risk Management
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Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall and Some Additional Commentary
from all causes can be summarized as shown in Table 1. At the time of this writing, May 5, 2020, the ... 503 7,708 0.732% 2018 2,839,205 7,779 0.724% Table 1 U.S. Deaths Per Day Figure 2 U.S. Daily Deaths ...- Authors: Hal Warren Pedersen
- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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Advanced Risk Management Seminar - New York, December 2002
Advanced Risk Management Seminar - New York, December 2002 An overview of the recent ... liquidity and income is important information for the valuation actuary as well. Kaiser gave an example of a large ...- Authors: Catherine Ehrlich, Hubert B Mueller, David Ingram
- Date: Jul 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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The Coming Revolution in Risk Management
Inconceivable Traditional modeling techniques look at individual risks, examining one aspect of the universe of ... examine in detail the trading patterns of every individual trader in the market and his or her strategies ...- Authors: Lilli Segre Tossani
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models
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Risk Management and Actuaries—SOA Risk Management Task Force Update
Risk Management and Actuaries—SOA Risk Management Task Force Update Risk Management and Actuaries—SOA ... in addressing: 1. the basis for aggregating individual risk factors into broader risk categories, or ...- Authors: Valentina A Isakina, David Ingram
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments