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Duration Matching as a Risk Management Strategy—Rating: Poor
used in the insurance industry, where the duration (price sensitivity to a yield curve movement) of an asset ... portfolio is adjusted to be made equal to the duration of the liability. However, this approach has flaws ...- Authors: Edward Freeman
- Date: Jun 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM
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Management Uses for Cash-Flow Testing
94PD of the SOA Annual Meeting in New York the panel examines the communications link between the technical ... technical world of actuarial measurement based on cash-flow testing and the real world or daily and strategic ...- Authors: Glen Keller, Karen MacDonald, Francis Sabatini, John S Tillotson
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Value and Actuation
Value and Actuation The purpose of this paper is to outline a framework that measures 'decision' ... a measure is the rightful focus of the enterprise. The paper develops the principle of maximizing expected ...- Authors: Christopher Perrin
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Methods For Determining And Adjusting Contingency Benchmark Surplus
adjusting contingency surplus. From Record of the Society of Actuaries Vol. 15, No. 2. Asset liability ... testing;Scenario generation=Scenario generators=Economic scenario generators;Stochastic models; 16229 ...- Authors: Joseph J Buff, David L Creswell, Gregory D Jacobs, Gerald A Lockwood, Michael L Zurcher, Eric A Broedel
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: Duration Analysis and Economic Surplus 1997 Valuation Actuary Symposium, Session ... testing;Investment strategy;Market value of assets;Market value of liabilities;Yield curve=Term structure;Interest ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Risk Identification: A Critical First Step in Enterprise Risk Management
risks at the proper level. To do so one must distinguish between risks and the outcome of other risks ... risks. The so-called reputation risk is an example of something that is not a source of risk, but rather ...- Authors: Sim Segal
- Date: Aug 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited
A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations ... Allocations Revisited Sponsored by the Society of Actuaries Research Expanding Boundaries Pool, this ...- Authors: Edward Furman, Jian xi Su
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy1
Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy1 2011 ... 2011 ERM Symposium, Chicago. This is the abstract of the entitled paper. Derivatives; 28275 3/14/2011 ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Comparative Failure Experience in the U.S. and Canadian Life Insurance and Banking Industries from 1980 to 2010
Comparative Failure Experience in the U.S. and Canadian Life Insurance and Banking Industries from 1980 ... interested parties to define the relative differences in managing risks between the insurance and banking industries ...- Authors: Stephen Robb, Paul DellaPenna, Alicia Robb
- Date: Mar 2013
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments
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Towards A Risk Management Profession
article discusses new developments on the regulatory front. Under the new agreement, insurance company management ... their judgment about the firm’s viability, including its capital adequacy. The required opinion will ...- Authors: David Ingram
- Date: Jun 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management; Public Policy