Description: This article explains the 2009 changes to the Global Credit Default Swap contract and North American conventions. It is reprinted with permission from The Markit Magazine.

Description: Why Write Variable Products When You Can Put the Money Directly into the Stock Market?

Description: This article explores the possibility of using innovations from the financial markets to reduce some portion of the LTC risk and thus encourage the growth of the product.

Description: What Makes the Yield Curve Move?

Description: The Risk Management Task Force polled the Risks & Rewards readers and asked the following questions related to Monte Carlo models: 1 How many scenarios do you run? 2 How did you determine the number? and 3 What confidence interval does your result have? The results are summarized in this article.

Description: This articles offers an approach for accounting for executive stock options.

Description: Feature article discussing numerical short cuts, rules of thumb, estimators, modeling tips, etc. The featured problem is fitting the intermediate points for a real-world stochastic model of interest rates.

Description: Describes investment strategy targets used in the investment competition under way for investment section members in 2017.

Description: In this article, we will analyze the recent value investing experience in the Canadian equity market, determine the main macroeconomic variables that drove the value cycle performance in that period, and draw some conclusions about the benefits of style rotation between value- and growth-oriented styles in the management of an investment portfolio.

Description: Feature article describing the use of arithmetic means in the production of return results predictions.