Description: This article addresses the difficulties of risk modeling in a poor economic environment. The problems include imperfect vendors of data, facing events that have never occurred before, unpredictable consumer behavior, conflicting data sources, and AAA credit doesn't always mean AAA.

Description: A presentation that summarizes and analyzes the risks catastrophe bond investors are exposed to and have to be aware of.

Description: This article discusses credit default options, the applications, pricing and hedging default risk.

Description: This article lays out a generic framework on how to hedge a European call option on a non-dividend paying stock using futures in a stochastic interest rate environment.

Description: Feature article discussing the possibility of the LIBOR rate ceasing to exist in 2021 at what that would mean for insurance companies.

Description: Tidbits of Section relevant information.

Description: Come discuss modeling costs and its governance, as well as introduce some platforms for more granular asset modeling.

Description: Over a short span of two weeks, the financial system has observed the collapse of two mid-sized U.S. commercial banks, California-based Silicon Valley Bank (“SVB”) and New York-based Signature Bank, and a takeover of troubled Credit Suisse by a rival in Europe. Other banks that serve a similar demographic as SVB, such as First Republic Bank and PacWest Bancorp, have also experienced an elevated level of customer deposit withdrawals while their stock prices plummeted. The U.S. Federal Deposit Insurance Corporation (FDIC) quickly stepped in and guaranteed all deposits from the failed banks to prevent a broader crisis in the banking system. The current turmoil in the financial system is a stark reminder of the importance of effective risk management and regulation.

Description: This webinar is a panel discussion covering the technology behind blockchain and digital assets as well their uses, implications and risks. Investment considerations for both tokens and fund structures, along with a variety of other topics in the space will be addressed.

Description: This session from the 1995 SOA Boston Meeting discusses the asset/liability implications of synthetic GICs, book value wrappers, the investment risks, and how companies are handling these risks. From the Record of the Society of Actuaries, Vol. 21, No. 4a.