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  • Quantitative Methods Used in Managing Credit Risk
    sheet credit extensions, what you might call the direct credit on the left side, and then contingent and ... investments is that they are very unlike traditional direct credit—originated loans, for instance—in that ...

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    • Authors: Anthony Dardis, Rishi Kapur, Ugur Koyluoglu, Perry D Mehta
    • Date: Oct 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Measuring Interest Margins-Part 3-Measuring Required Interest
    contribute to a defined contribution plan often direct a portion of their contributions into a GIC. Depending ... rate call option on the plan contributions. One primary difference between a GIC and an SPDA is the ability ...

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    • Authors: Frederic W Corwin, Peter B Deakins, C Elam, W Palmer
    • Date: Apr 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Finance & Investments; Life Insurance>Pricing - Life Insurance
  • Are We Prepared for Interest Rates to Rise Again?
    security (MBS) holdings and the offsetting decrease in direct commercial and residential mortgage loans. I would ... arise from a discontinuous behavioral event. My primary concern is that a discontinuity in the fundamentals ...

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    • Authors: Randall Boushek, Shane A Chalke, Robert P Clancy, Prakash A Shimpi
    • Date: Apr 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Economics; Finance & Investments
  • Appropriate Standards for Profit Margins
    surplusto an individualpolicy, enoughsurplusto take care of the fact that you'll probably be paying out more ... businessand assume that the tail is just going to take care of itself. So when you're measuring surplus,you ...

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    • Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
    • Date: Apr 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy
  • Global Investing
    itself. We no doubt have many actuaries whose primary interest is with pension funds while others focus ... these portfolios? First of all, Portfolio 1, is the direct investment in long Canada bonds. Our second portfolio ...

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    • Authors: James A Creighton, Anthony Dardis, Blake R Grossman
    • Date: Oct 1990
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Global Perspectives
  • Risk-Based Capital
    many of them are captive reinsurers that do not do direct 1713 RECORD, VOLUME 18 business. The second ... as to the contri- bution to the national health care crisis. • Restructurings of investment, reinsurance ...

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    • Authors: Robert J Callahan, Cande Olsen, James Reiskytl, Michael Albanese
    • Date: Oct 1992
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Open Forum for Small-Company Issues
    been assigned to a new profit center, trying a direct mail method of distribution. One promising area ... Life and Health Compliance Association, which takes care of a lot of the regulato- ry initiatives, for example ...

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    • Authors: Robert H Dreyer, Kevin A Marti, John M O'Sullivan, John W H Taylor
    • Date: Oct 1992
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Global Perspectives
  • Credit Risk Study
    depreciation in the market value of property, that has a direct bearing on the loan-to-value ratio, which in turn ... to around 16%. Now, you might ask, "Why shouldI care about this? We've gone out there, we've cross-tabbedthese ...

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    • Authors: Warren Luckner, Arnold Shapiro, Kin O Tam, Walter C Barnes
    • Date: Apr 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Risk Management Tools
    attach at the right point, which requires some care, you remove the downside of serious claims while ... can't get any worse. This would actually be a direct vertical drop, but the charting software makes ...

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    • Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
    • Date: Jun 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Interest Rate Model Risk
    because I know there are many companies where the primary goal is to meet the literal requirements of the ... The danger in comparing two models is that, if care isn't taken to parameterize them reasonably consistently ...

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    • Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods