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Hedge Your Bets
asset/liability matching, dynamic hedging and static hedging. The authors explore how Solvency II will influence life ... hedging strategies. Hedging;Derivatives;Solvency II;Risk appetite 6442466932 2/1/2016 12:00:00 AM ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Derivatives
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Mission: Solving the Derivatives Mystery
Mission: Solving the Derivatives Mystery In this article the author asserts that issuers of credit default ... swaps should hold reserves for the liabilities associated with the derivative contracts. This would ...- Authors: Bruno Caron
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Derivatives