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Challenges of Managing Interest Rate Risk: Part 3—How to get the Most Insight out of a Company’s Assets and Liabilities
Part 3—How to get the Most Insight out of a Company’s Assets and Liabilities To address non-parallel movement ... curve. If one considers the impact of each tenor’s rate change to the value, then the sum of the impacts ...- Authors: Dariush Akhtari
- Date: Jun 2024
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value
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Liquidity, Capital, and ALM: How Insurers can Include a Liquidity Score and Liquidity Stress Scenarios as Part of their Asset Liability Management (ALM) Protocol
Josh Dobiac Risk Management, December 2023 Editor’s note: This article first appeared on www.milliman ... capital losses on SVB’s books. Prominent SVB investors, such as Peter Thiel’s Founders Fund and other ...
- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Liquidité, capital et GAP : Comment les assureurs peuvent inclure un pointage de liquidité et des scénarios de crise de liquidité dans leur protocole de gestion de l’actif-passif (GAP)
D’importants investisseurs de la SVB, comme Peter Thiel’s Founders Fund et d’autres sociétés de capital de risque ... Toutefois, un article récent publié par Life and Annuity Specialist[3] laisse entendre que le ratio de l’actif ...
- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Défis relatifs à la gestion du risque de taux d’intérêt : Partie 3—Comment tirer le meilleur parti de l’actif et du passif d’une société
de la courbe, on s’attendrait à ce que la somme de Pkhs corresponde à Ph. De même, on s’attend à ce que ... grecques croisées). Veuillez noter que ce problème s’aggrave lorsque la taille du changement est accrue ...
- Authors: Dariush Akhtari
- Date: Jun 2024
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value