1
-
10
of
12
results (0.45 seconds)
Sort By:
-
Exploring C1 Risk
is, debt effectively reduces cash. Table 3 increases the Table 2 portfolio by .36% by adding 20% to ... without regard to the signs of asset class weights. Table 3 Original New Standard Class Weight Derivative ...- Authors: Thomas Merfeld
- Date: Feb 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
-
Staff Corner
drag of the short put side of the spread. (see Table 14) SUMMARY There are clear differences among these ... is to support the liability side in performing valuation, pricing and analysis work by providing continuing ...- Authors: Society of Actuaries
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
-
Risks and Rewards, February 2017, Issue 69
opinions expressed herein are those of the individual authors and are not neces- sarily those of the ... capital are determinants of interest rates. The table below shows GDP, wealth and global capital for 2010 ...- Authors: Society of Actuaries
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
-
Risks & Rewards, August, 2017, Issue 70
opinions expressed herein are those of the individual authors and are not neces- sarily those of the ... 46% 27% Below Caa3 NAIC6 6-A 19.50% 19.50% 0% Table 1 Proposed Credit Rating Granularity and Capital ...- Authors: Society of Actuaries
- Date: Aug 2017
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
-
The SEC’s Form PF: ORSA for Hedge Funds
requirements described above, must be applied at the individual fund level. So while some observers simplistically ... Distinguishing risk measures from portfolio valuation and asset selections tools is subjective. For ...- Authors: James Ramenda
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Compliance; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
-
Taking Stock: Are Real Returns Truly Real?
imminent. Another author wrote2: “… our long-term valuation models estimate that equities will provide a ... given investment.” In looking at the following table provided in a Canadian Insti- tute of Actuaries ...- Authors: Nino A Boezio
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
Aumann-Shapeley Values: A Technique for Better Attributions
With that substitution, and separating out the individual terms inside the integral, we finally obtain: ... With that substitution, and separating out the individual terms inside the integral, we finally obtain: ...- Authors: Joshua Boehme
- Date: Aug 2013
- Competency: Results-Oriented Solutions>Assess decision effectiveness
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
Why Glide Paths Should Evolve
Why Glide Paths Should Evolve The paper demonstrates that the most popular rationalization for ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Dimitry D Mindlin
- Date: Jun 2022
- Competency: Professional Values; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management
-
Present Values, Investment Returns and Discount Rates: Part 1
uncertain by definition. Most institutional and individual investors endeavor to fund their financial commitments ... Robinson, T. R., Stowe, J. D. [2010]. Equity Asset Valuation, Wiley, 2nd Ed., 2010. ImpoRtant InfoRmatIon ...- Authors: Dimitry D Mindlin
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
Risk/Return, a Chimera?
years. This can be observed in Table 1, an example of a gold return. Table 1 Gold Return Global Return ... range: 12.8 percent, 1.5 percent and 6.1 percent. Table 2 DJ total return since … Seen at Year End 2015 ...- Authors: Sylvestre Frezal
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments