Description: From a panel discussion session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Overview of New York Regulation 163, including the limits on different types of derivative activities, the Derivative Use Plan required by New York, and the reporting and control requirements.

Description: The Investment Symposium is a day-and-a-half long seminar that will focus on the issues and questions faced by investors and risk managers, especially related to insurance companies and retirement plans. Presenters will discuss the big picture issues and explore practical solutions to today’s challenges. Experts will share new approaches to portfolio management and cutting edge research in asset-liability management. Technology, regulation and the economic environment will

Description: Presentation from the Actuarial Research Conference describing risk management at a leading Canadian Bank.

Description: This session will demonstrate the advantages of approaches to duration matching and cash flow matching. Plan examples and sponsor’s objectives will be presented. An overview of when to choose one approach versus a blend of the two approaches will also be covered.

Description: This session is from the 1995 SOA Spring Meeting. Panelists discuss practical uses of derivatives, including interest rate and equity options and swaps. Specific derivatives include constant maturity Treasury CMT caps, equity-linked notes - ELNs and OTC puts. From Record of Society of Actuaries Vol. 21, No. 1.

Description: Presented at May 1996 Spring Meeting. In this teaching session, various forms of asset-backed securities, e.g., credit cards, auto, home equity, commercial real estate, mobile homes, etc., are examined. Also discussed is basic structures and the risks and opportunities and critical parameters involved.

Description: Presented at May 1996 Spring Meeting. Panelists discuss the accounting, tax, internal control, and regulatory issues associated with derivative securities and provides an update on recent developments.

Description: 1994 SOA Spring Meeting, Orlando. This session is about fixed income derivatives, their uses, and their implications with respect to RBC, IMR, disclosure, and FAS 115 hedge accounting.

Description: Presented at May 1996 Spring Meeting. The investment environment has undergone significant change over the last several years through the introduction of many sophisticated investment vehicles. This session provides an update on current challenges encountered by life insurance companies in accounting for this new array of investments. Among the issues covered will be accounting for derivatives, mortgage-backed securities, and other hedging vehicles. The session also includes some of the system and projection modeling challenges encountered as a by-product of investment in these vehicles.

Description: This presentation is a Teaching Session, number 29TS, from the 2002 Valuation Actuary Symposium, held September 19-20 in Lake Buena Vista, FL. The panelists describe the three basic types of credit derivatives: total return swaps, credit default swaps, and credit spread options. They discuss techniques used to price credit derivatives, accounting and required capital treatment, the size and growth of the credit derivative market in the U.S., Canada, and globally, and early experience and performance of credit derivatives in an actual default case. Discussion from participants is included.