Description: Discusses asset and liability modeling for collateralized mortgage obligations [CMOs]. Assumes knowledge from previous Session 3. Session 8 of the 1991 Valuation Actuary Symposium.

Description: From the 1985 Valuation Actuary Symposium Demonstration of the usefulness of the concepts of duration, interest rate sensitivity and, in particular, market values in analyzing the ability of assets to meet future liability demands.

Description: From the 1985 Valuation Actuary Symposium Discussion of techniques for determining capital requirements needed to support an insurance business, based on the nature of the assets and liabilities on the books and related investment strategies, using ALM modeling

Description: Using a case study, this session discussed the asset-liability matching process, uses of the process, and the strengths and weaknesses.

Description: This presentation from the 1983 SOA Vancouver Meeting covers the actuaries' role in matching assets and liabilities, hedging, disintermediation risk and determining the appropriate level of surplus, the future of products with market value cash out adjustments and indexation in the construction of long term debt instruments. From Record of Society Of Actuaries Vol. 9. No. 3

Description: This presentation is a concurrent session from the 1991 Meeting of the Society of Actuaries, held April 18-19 in New Orleans. The panelists discuss the financial management of insurance company liabilities, including the criteria for identifying significant product portfolios, lessons learned from historical results, and the challenges facing the financial managers in the future. They discuss the state of management information for appropriate product or market segments and how to improve it, and action plans for financial managers to improve financial results. Discussion from participants is included. From the Record of Society of Actuaries, Volume 17, No. 1.

Description: Presentation of asset liability management techniques to better manage interest rate risk by matching the anticipated cash flows from assets with that of the companies liabilities. Some alternative perspectives/techniques from Canadian insurers are discussed. Article discusses the varying asset/liability management issues pertinent to life insurance companies and defined benefit plan sponsors

Description: This presentation is a panel discussion from the 1991 Annual Meeting of the Society of Actuaries, held October 20-23 in Toronto. The panelists discuss the duties and responsibilities of appointed actuaries, including compliance with qualification standards and actuarial standards of practice. They discuss the United States, where new regulations were recently adopted by the National Association of insurance Commissioners [NAIC], developments in Canada, where new legislation is expected to pass, and also world practice, looking at Europe and the U.K. Discussion from participants is included. From the Record of Society of Actuaries, Volume 17, No. 4B.

Description: This presentation is a panel discussion from the 1991 Annual Meeting of the Society of Actuaries, held October 20-23 in Toronto. The panelists discuss the obligations and requirements with respect to cash flow testing for yearend 1991, at that time contained in Actuarial Standard of Practice No. 14. Topics include difficulties in the cash-flow testing process, such as asset and liability construction and assumptions, and strategy. Other topics are interpretation of results, how to cost-justify cash-flow testing, Canadian cash-flow techniques and issues, and asset liquidation versus borrowing. Discussion from participants is included. From the Record of Society of Actuaries, Volume 17, No. 4A.

Description: This session discussion is about various asset related items that are needed to perform necessary projections. From Record of the Society of Actuaries Vol. 15, No. 2.