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: 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: Chairperson’s column discusses recent events in the investment industry.

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: The Investment Section will be sponsoring several sessions at the upcoming 2013 Life & Annuity Symposium in Toronto from May 6-7.

Description: Describes qualitative relationships among market factors that should be addressed in a successful "real world" calibration of a stochastic investment scenario set.

Description: Risk and Rewards February 2014 Issue 63 Information Discovery and Knowledge Management: How Ebsco Can Help You Build Your Own Information Pyramid

Description: Provides an update in the April - Sept 2015 contest organized by the section

Description: Asset modeling is becoming increasingly complex, detailed and important to insurance company financial reporting and risk management. This article describes the author's personal perspective on the current state of asset modeling in insurance companies and the future challenges facing actuaries who develop, maintain and use ALM models.

Description: Presents results of 2003-2012 cohorts of insurance company private placement bonds. Finds private bonds show a 15bp annual advantage relative to public bonds, due to lower loss severity.