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Derivatives for Pension Funds
portfolio insurance programs using Standard & Poor's (S&P) futures failed. MR. WILLIAM H. ALEXANDER: The ... in the U.S. use derivatives. Probably a higher percentage than Canadian funds, just because U.S. funds ...- Authors: William H Alexander, Johnnie K Yung, R Spencer Kelly, G Douglas Carr
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Implementing Asset/Liability Management—A User’s Guide to ALM, LDI and Other Three-Letter Words
Implementing Asset/Liability Management—A User’s Guide to ALM, LDI and Other Three-Letter Words As we ...- Authors: Anton Wouters
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Pensions & Retirement>Pension investments & asset liability management
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Active Management or the Equity Risk Premium: Place Your Bets
strategic risk and active risk are summarised in the table below. 28 • RISKS AND REWARDS • OCTOBER 2003 ... longer-term mandates. 2. Def in ing the min imum r isk s t ra tegy Investment risk can be defined as the risk ...- Authors: Society of Actuaries
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management
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Is the New CPI Different? Implicationsfor Pension Plans
of these changes will reduce the CPI in the year 2000 by up to 1% relative to the pre-1995 methodology ... Measure Inflation? The December 1995 report of the U.S. Senate Finance Committee's Commission on the Consumer ...- Authors: Todd Rutley
- Date: Mar 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension investments & asset liability management
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The 1/n Pension Investment Puzzle
indices: • The S&P 500 Large Cap (Large Cap), • The S&P Mid Cap 400 (Mid Cap), • The Russell 2000 Small Cap ... the five assets in the pension plan are given in Table 1. These descriptive statistics were estimated using ...- Authors: Phelim Boyle, Heath Windcliff
- Date: Jan 2004
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Pension investments & asset liability management
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An Exploration of Lifecycle Finance
An Exploration of Lifecycle Finance Many retirement actuaries have experience developing, implementing, ... These strategies typically involve modifying a plan’s investment strategy to remove a significant portion ...- Authors: Matthew Brady
- Date: Sep 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Retirement Section News
- Topics: Economics; Economics>Financial economics; Pensions & Retirement; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management; Pensions & Retirement>Post retirement risks
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DB Pension Plans: 10 Considerations in Light of the Coronavirus Crisis of 2020
and duration of the disease are unknown. In the U.S., several stimulus bills have already been provided ... valuation purposes are long term in nature such as mortality rates. Other assumptions such as discount rates ...- Authors: Zorast Wadia
- Date: Jun 2020
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Retirement Section News
- Topics: Pensions & Retirement; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Corporate plans; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Funding; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Pension accounting; Pensions & Retirement>Pension risk transfer
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(RL) Bond Market Watch – December 2012
generally outperformed, with credit spreads in BBB 's and financials outpacing other sectors. Credit and ... 3rd quarter, the excess return of U.S. credit markets ver- sus U.S. Treasuries was 0.57% in December ...- Authors: Sean F McShea
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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(RL) Bond Market Watch – July 2013
after an extremely strong 1st quarter that saw the S&P500 gain 10.03%. However, stocks have sold off from ... in their $85 billion a month in Agency MBS and U.S. Treasury asset purchases has disrupted both the ...- Authors: Sean F McShea
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Pension Products
the Fortune 200. They did it back in the early 1970's. Back in 1973, 35% of these people were already investing ... higher interest rate. It also can simulate an annuity and create an "actuarial windfall" in the actuarial ...- Authors: Murray Becker, Donald E Conover, Gerald L Katz, Phillip N Maisano, Forrest Allen Spooner, James A Tilley
- Date: Apr 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management