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Risk Management Function
Risk Management Function This session at the 1998 Valuation Actuary Symposium gives an ... Management Function This session at the 1998 Valuation Actuary Symposium gives an overview of risk management ...- Authors: Alastair G Longley-Cook, Shirley Hwei-Chung Shao, Thomas Ho
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Default Risks
Default Risks This session at the SOA 1990 Annual Meeting explores credit risk issues ... intercompany study are discussed. Asset modeling;Asset valuation;Corporate bonds;Mortgages;Credit risk;Data quality; ...- Authors: Gery J Barry, Joseph J Buff, Allan Gold, Warren Luckner, Reed Miller
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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C-3 Task Force Report - Modeling The C-3 Risk
were no valuation actuary requirements. The liability data that are needed to perform the valuation actuary ... cell. The following items are needed as of the valuation date for each security or group of securities ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling and asset assumptions ... The Academy’s Life Practice Council and Life Valuation Committee have formed a Low Interest Rate Asset ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Introduction to Credit Risk Exposure of Life Insurers
standards. It introduces the concept of and the valuation of credit risks, concerning life insurers. By ... standards. It introduces the concept of and the valuation of credit risks, concerning life insurers, both ...- Authors: Jing Fritz
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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A Practical C-1
portfolio's value. No longer is the PDF a simple table of ~t's. De- pending on the mix of credits and ... failure no greater than x, the risk factors for an individual bond exhibit an odd pattern as a function of ...- Authors: Richard L Sega
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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1986-1989 Credit Risk Event Loss Experience: Commercial Mortgage Loans and Private Placement Bonds
amount of credit risk event exposure is given in Table 2. TAttLE i TOIAL OU IS]%.\ND[NG PlQ[NCIPAL ... 36% CREDIT RISK EVENT LOSS EXPERIENCE 173 TABLE 2 CREDIT RISK EVENTS AND EXPOSURE Commercial ...- Authors: Society of Actuaries
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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C-3 Task Force Report - The Impact of C-3 Risk of Combining Lines of Business
The Regulation 126 scenarios are described in Table 4. We randomly generated scenarios by creating a ... the year. Table 5 shows the possible yield curves; curve number 5 is the initial curve. Table 6 shows ...- Authors: Peter B Deakins
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Risky Business: Covering Your Assets
importantly, it should give you the correct valuation for the American and European options. In fact ... factors and build up what I call a quality assurance table, which allows us to both drill down and look at ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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C-1 Bond Risk Analysis
of 96 percent on a total portfolio basis. The individual rating category factor level of 92 percent was ... The following adjustment factor table (in the nature of a tax table) was cal ibrated to approximate ...- Authors: Michael L Zurcher
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods