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Benchmarking Investment Performance
The steps to compliance are very simple, very direct and logical. First of all, you need to construct ... one is very difficult. Think about a long- term care product. How do you create a benchmark that matches ...- Authors: Anson Glacy, Scott S Hartz, William H Panning
- Date: May 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Equity-Indexed Products: Managing the Beast
change in some underlying base. Delta is the primary greek. You've probably heard the term "delta ... market goes up or down, I lose money. This is in direct contrast to the kappa or gamma number, which ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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The FHLB Advance Window: A Compelling Opportunity?
portfolios and are familiar with them. The primary business of the banks is to extend low-cost loans ... liquidity has increased in size. And you can see the direct result in the coverage ratio of a 0.2 increase ...- Authors: Anson Glacy, Thomas Grondin, UNKNOWN H D Barkett
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Banking - Finance & Investments; Finance & Investments>Investments
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Cash-Flow Testing in a Low Interest Rate Environment
Cash-Flow Testing in a Low Interest Rate Environment In this session 100OF of the New York Annual ... that same kind of return expected? Would anyone care to comment on that? Someone indicated they priced ...- Authors: Anson Glacy, David Sandberg
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring ... that much, we simply hedge once a day and don’t care what the movement is. With regard to the notional ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models