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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 Impact of a Rising Interest Rate Environment on GAAP and Statutory Financial Reporting
rise. Rising Interest Rate Impacts: Statutory Valuation A rising interest rate environment also has several ... statutory valuation. The implications can be grouped into three categories: prescribed valuation rates, ...
- Authors: Dustin Baran-Plotkin, Kevin Desmond
- Date: Jul 2021
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
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Risk Management, August 2014, Issue 30
and opinions expressed herein are those of the individual authors and are not necessarily those of the ... can—jump around to as many different product lines (individual & group life, health, disability income, long-term ...- Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation
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How to Make Sure that You Take the Right Road to Enterprise Risk Management
How to Make Sure that You Take the Right Road to Enterprise Risk Management There are many ... much easier to identify those objec- tives for individual risks. In early 2011, eight insurers volunteered ...- Authors: David Ingram
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Results-Oriented Solutions; Strategic Insight and Integration
- Topics: Enterprise Risk Management>Compliance; Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance