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Pension Reform in Eastern Europe and Central Asia—A Multi-Pillar Approach
Pension Reform in Eastern Europe and Central Asia—A Multi-Pillar Approach This articles describes ... multi-pillar system of 1 pay as you go and 2 individual capital accounts to fund public pension plans ...- Authors: Michael Cohen
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Global Perspectives; Pensions & Retirement>Funding
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New Research on Pension Assumptions
New Research on Pension Assumptions Highlights a new research paper on determining discount ... comprehensive summary of the field. pension valuation;fair value accounting;discount rates;asset liability ...- Authors: Victor Modugno
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics
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rar-2012-iss60-boudreault
rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues ... of mathematical finance including risk-neutral valuation. Derivatives; Financial economics; Asset liability ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond ... of mathematical finance including risk-neutral valuation. Asset Liability management;Derivatives;Financial ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Taking Stock: What Ever Happened to the "Invisible Hand"?
Taking Stock: What Ever Happened to the "Invisible Hand"? The article makes ... come into play. Allocation of capital;Asset valuation;Capital management;Capital markets=Stock market;Cost ...- Authors: Nino A Boezio
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
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Strategic Factor Allocation: Case Studies
and sector for corporate bonds, and industry, valuation ratios, and other balance sheet and earnings ... during periods of market stress. The following table (Figure 4) ranks each factor according to ABC’s ...- Authors: Robert T Bass, Andrew Ang
- Date: Aug 2018
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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On the Importance of Hedging Dynamic Lapses in Variable Annuities
threshold is ex- pressed relative to the guaran- tee G. Table 1 shows that the money, the policyholder has ... Moneyness level paid upon surrender max(AT, G) Table 1 Decomposition of the payoff of a GMMB contract ...- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management
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Dealing with Difficult Data
that we need to make an adjust- ment, but the individual values do not provide us with enough information ... B+ 1 56 1.79% B 2 65 3.08% CCC/C 2 13 15.38% Table 1 One-year default rates for financial institutions ...- Date: Aug 2015
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
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More Techniques For Better Attributions
combination that differs from the sum of the individual shocks is due to cross terms, and it is appropriate ... index or, depending on the application, even individual stocks. There would also be correlations between ...- Authors: Mark Evans
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Estimation methods
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Layering Your Own Views into a Stochastic Simulation - Without a Recalibration
maximized when equal weighting is given to each individual scenario in a given scenario set. Thus the objective ... 43 and C3 Phase II which require a stochastic valuation. Related to this, the Academy has also posted ...- Authors: Tony Dardis, Loic Grandchamp-Desraux, David Antonio
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models