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Challenges of Managing Interest Rate Risk: Part 2—How to get the Most Insight out of a Company's Assets and Liabilities
Part 2—How to get the Most Insight out of a Company's Assets and Liabilities There will be inflection points ... the Inflection Points In the graph of an instrument’s value against parallel movement in the interest rates ...- Authors: Dariush Akhtari
- Date: May 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Défis relatifs à la gestion du risque de taux d’intérêt : Partie 2—Comment tirer le meilleur parti de l’actif et du passif d’une société
CV01. À partir des caractéristiques du produit, on s’attend à ce que la convexité du graphique change à ... prenons le ratio des CV01 consécutifs. Lorsque ce ratio s’écarte sensiblement de 100 %, c’est là que se produit ...- Authors: Dariush Akhtari
- Date: May 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Modern Bayesian Statistics for Actuaries
distributions rather than point estimates of the posterior's mean or mode. We are often interested in the distribution ... regression, but as complex as modeling a product’s complete feature set explicitly. Simpler mental model ...- Authors: Alec Loudenback
- Date: Oct 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Predictive Analytics
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Statistiques bayésiennes modernes pour les actuaires
convient de surveiller des diagnostics uniques pour s’assurer que l’échantillonnage a posteriori a fonctionné ... point de vue pratique, l’approche bayésienne tend à s’aligner davantage sur notre façon intuitive de raisonner ...- Authors: Alec Loudenback
- Date: Oct 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Predictive Analytics