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Chairmans Corner
Chairmans Corner Thoughts from Chair of the Investment Section Council Professional development=PD ... Symposium (NYC, March 14-15), • The Life and Annuity Symposium (Nashville, May 16-17), • The Valuation ...- Authors: Jeffrey Passmore
- Date: Feb 2016
- Competency: Leadership>Influence; Leadership>Professional network leverage
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations; Actuarial Profession>Professional development
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Expensing Employee Stock Options
option MV(t) = the market value of company at time t S(t) = stock price at time t C(T) = value of a call ... to option expiry is equal to: E[MV(T)] = Shares*S(0)*exp(rT) + Options*C(T)*exp(rT) Also, MV(0) = ...- Authors: Mark Evans
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]
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The 2015 Investment Section Asset Allocation Contest is On!
The 2015 Investment Section Asset Allocation Contest is On! Provides an update in the April - ... winner. The most popular single asset choice was U.S. equities, followed by commodities; 2. 22 percent ...- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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What Do You Mean You Are An FRM From GARP?
happenings in Thailand, Philippines, Europe and the U.S. The 2002 GARP annual meeting, February 11-14 in ... inten- sive analysis.” Vilms expects that when the U.S. adopts Fair Value account- ing, there will be rapid ...- Authors: David Ingram
- Date: Feb 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management
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Stable Value Re-examined
COMPARISONS BETWEEN STABLE VALUE AND MONEY MARKET8 The table above presents comparisons between stable value ... COMPARED TO FIXED INCOME MANAGERS GENERALLY The table on page 28 presents comparisons of the percentile ...- Authors: Paul Donahue
- Date: Aug 2009
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: Risks & Rewards
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The Myth of "The Myth of Time Diversification"
The Myth of "The Myth of Time Diversification" Describes why, contrary to common ... utility function that meets his if then conditions: U(w) = ((w^λ)-1)/λ, with λ = -2. With this function ...- Authors: Rowland Davis
- Date: Aug 2014
- Publication Name: Risks & Rewards
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Pension Forecasts, Part II: The Model Has No Clothes
swap transaction: I’ll pay you the return of the S&P 500 on a $1-million investment for the next 20 years ... invest the loan proceeds in the S&P 500. During the next 20 years, I earn the S&P return on my $1-million ...- Authors: Lawrence N Bader
- Date: Jul 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Pensions & Retirement>Funding
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Why We Need To Transform Our View Of Risk
Why We Need To Transform Our View Of Risk Feature article summarizing a talk given by Andrew ... two such bonds will have three possible payoffs: $2000 with 81 percent probability, $1000 with 18 percent ...- Authors: Gary Hatfield
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Enterprise Risk Management
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A Black Swan Test
example, looking at the risk of a holding of an S&P 500 index equity position of $100 million. If we ... percent. A 25 percent drop in profit would occur if S&P 500 return was at 11.1 percent positive return ...- Authors: David Ingram
- Date: Aug 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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Current Issues and Trends
Current Issues and Trends The author describes two papers that find that stock returns in the ... The authors found this to be true in all major U.S. indexes over the past 100 years and for nearly all ...- Authors: Keith Gustafson
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Behavioral economics