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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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Assets/Liability Modeling And Matching For Pension Plans
deviations for these asset categories. The second table is our assumed correlation among the asset categories ... fundamental reevaluation of stocks and bonds of the 50's and 60's worked itself out. It remains true today that ...- Authors: Melissa J Hintz, Ronald A Karp, Martin L Leibowitz, Michael J Senoski, Andrew F Shewan
- Date: May 1984
- 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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Pension Plan Investment Strategy - Role Of The Actuary/ Role Of The Investment Manager
Pension Plan Investment Strategy - Role Of The Actuary/ Role Of The Investment Manager This session discusses ... mix and market timing as well as the actuary's role in these mentioned matters. From Record ...- Authors: D Don Ezra, Duncan A McCallum, Robert P Mills, Barry A Morrison
- Date: Oct 1984
- 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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New Approaches to Investing Pension Assets
apart from the traditional ones, i.e., apart from U.S. and Canadian stock and bond markets. There was ... have much shock value. First, the prime rate at U.S. banks - then stunning at over 15% - is now modestly ...- Authors: Ronald A Karp, Peter Aldrich, Spencer Timm, James P. Crot, James H. Gately
- Date: Oct 1980
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Portfolio management - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management
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Analyzing The Assets For Asset/Liability Management In Pension Plans
different than if I said the dividend yield on the S&P was at 3%? Some people might say that their expectations ... have some long-term interconnections. Graph 1 shows S&P dividends per share deflated by the wage index.- Authors: Chester R Schneider, Matthew Sloan, Robert L Holz, Joan M Lee
- Date: Apr 1989
- 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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Weathering the Financial Market Storm on Pension Plans
Weathering the Financial Market Storm on Pension Plans This session covers the current ... and the financial strategies based on a plan's funded status. From the Record of the Society of Actuaries ...- Authors: Martin Levenson
- Date: Jun 1994
- 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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Current Equity Markets Impact on Pension Plans
pension funds during the last several years—401(k)'s are feeling it, defined-benefit (DB) plans are feeling ... past, to figure out where the future is going. The S&P 500 was flat during the mid-'70s, but then it went ...- Authors: Adrien R LaBombarde
- Date: Jun 2003
- 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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Downturn Consulting and Asset/Liability Management for Pensions
moved into 2001–2002 with the market declines from 2000 and thereafter. The cost as a percentage of covered ... 1992, and, in fact, projections that we made in 2000 before the market downturn showed no sign of funding ...- Authors: Eric Boyd Feinstein, Christopher R Barr
- Date: Jun 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Pensions & Retirement>Pension investments & asset liability management
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Pension Surplus Management
funding a child’s tuition or purchasing a retirement annuity. I face a decision of this type; I have three ... case resides in comparing the Standard & Poor’s (S&P) 500 with bond market indexes. Bond market indexes ...- Authors: Application Administrator, John C Sweeney, John M Mulvey, Douglas Love
- Date: Jun 1996
- 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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Pension Investment - Asset Allocation
benchmark for the broad market equity return was the S&P 500. The benchmark for bonds was the Shearson Lehman ... and investing in those asset class benchmarks, the S&P and the Shearson Lehman. It would have returned ...- Authors: Thomas Graf, Martin J Thomas, Michael Trenk, Reginald C Yoder
- Date: Apr 1988
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset allocation; Pensions & Retirement>Pension investments & asset liability management