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Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?
Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For? The creation of the short/long portfolio is the essence of the intermediation business. The result is that the ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration: Introduction
Asset-Liability Integration: Introduction This monograph strives to define a mission for the modern insurance industry, its place in the financial intermediation network, and the role of Asset/ ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
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Theory Behind MacAulay Duration and Illustrative Examples
Theory Behind MacAulay Duration and Illustrative Examples This material, Appendix I of the 1987 Valuation Actuary Handbook, is an appendix to Chapter II of the Handbook, ‘Methods of Analyzing ...- Authors: James A Geyer
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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Small Company Issues
Small Company Issues Valuation Actuary Symposium This is a session on cash flow testing issues in small companies. Cash flow testing;Computer science;Life reserves;Third party administration= ...- Authors: Wayne D Butz, Robert H Dreyer, David A Ricci
- Date: Sep 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Innovative Investment Vehicles: Modeling Considerations
Innovative Investment Vehicles: Modeling Considerations From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Discussion of newer and more ...- Authors: Catherine Ehrlich, Frederick W Jackson, William Zehner, David J Merkel
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
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Interview with Parakash Shimpi
Interview with Parakash Shimpi This is an interview with Prakash Shimpi who talks about enterprise risk management, research and development. From News Direct, September 2005, Issue No. 51. Asset ...- Authors: Prakash A Shimpi
- Date: Sep 2005
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: News Direct
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management
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Session 3B: Duration Matching Versus Cash Flow Matching for Pension Plans
Session 3B: Duration Matching Versus Cash Flow Matching for Pension Plans This session will demonstrate the advantages of approaches to duration matching and cash flow matching. Plan examples and ...- Authors: Society of Actuaries
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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The Use of Transfer Pricing in Asset Liability Management
The Use of Transfer Pricing in Asset Liability Management There are many factors involved with managing the financial condition of an insurance company and the factors usually fall into on of ...- Authors: Nancy Bennett, Michael Murphy
- Date: Aug 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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The Growing Demand for More Robust Economic Scenario Generators
The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable features in an economic scenario generator. Discusses basics of model structure and validation process ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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Interest Rates, Risk Scenarios (and New Opportunities)
Interest Rates, Risk Scenarios (and New Opportunities) Highlights of Society of Actuaries research efforts in the financial services practice area. Interest rate modeling;Life insurance;Interest ...- Authors: R. Dale Hall
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management; Life Insurance>Investment strategy - Life Insurance