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Pricing and Managing Derivative Risk: An Integral Risk Function
and Managing Derivative Risk: An Integral Risk Function Discusses the types of risks that are considered ... derivatives, the pricing of a derivative, how to manage derivative risks once they are on your books, ...- Authors: James P Greaton, Paul Haley, Novian Junus, Marshall C Greenbaum, Howard Zail
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Use of Derivatives by the Insurance Industry
Use of Derivatives by the Insurance Industry Presented at October 1996 Annual Meeting. The SOA ... has co-sponsored a research project on the use of derivatives by the insurance industry, using annual statement ...- Authors: Larry M Gorski, Warren Luckner, David J Cummins, Lucien Burnett, Richard D Phillips, Thomas A McAvity
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Session 45: Dynamic Hedging - Fair Valuation for FAS 133
covers the current status of FAS 133 and extensions such as the proposed statement of position on accounting ... benefits=GLB;Hedge funds;Equity indexed life insurance;Investment risk; 18226 5/1/2002 12:00:00 AM ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Asset-Backed Securities
Meeting. In this teaching session, various forms of asset-backed securities, e.g., credit cards, auto ... examined. Also discussed is basic structures and the risks and opportunities and critical parameters involved ...- Authors: Francis Sabatini, D L Auxier
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Weird Science: Dissection of Derivatives
Dissection of Derivatives Panelists at this session of the SOA 1998 Maui I Spring Meeting discuss the challenge ... challenge of how to regulate and account for the growing number of derivative products in the context of their ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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What Are Derivatives? How to Make Money with Them and Why Governments Care
What Are Derivatives? ... Orlando. In this session the speaker provided an overview of derivatives including: 1. Definition ... Uses. 3. Types of risks - market, credit, legal, and systems. 4. Risk management. 5 ...- Authors: R Stephen Radcliffe, Charles R Taylor
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed ... This session at the SOA 2003 Washington, DC Spring Meeting examines the nuts and bolts of implementing a ...- Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Credit Derivatives
session from the 2005 SOA New Orleans Meeting, panelists discuss the ever-growing range of credit-derivative ... collateral debt obligations - CDOs. From the Record of the Society of Actuaries, Volume 31, No. 1. Collateralized ...- Authors: Jason Steigman, Michael R Vasseghi
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Foreign Currency Swaps
Swaps This session at the SOA 1990 Hartford Spring Meeting presents an overview of foreign currency swaps ... growth in the market. Case studies are discussed. Asset liability management=ALM;Currency risk;Deriva ...- Authors: Randall Boushek, Patti Owens, Joseph C Lau, Michael B Murdoch
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Introduction to Credit Derivatives
Introduction to Credit Derivatives This session from the 2003 SOA Orlando Meeting covers credit derivatives ... CDSs, the advantages and disadvantages of credit derivatives and the regulatory overview. From the Society ...- Authors: Michael J Hambro, Gregory Henke, Craig Fowler, Kevin Reimer
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Public Policy