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Implementing Risk Appetite for Variable Annuities
Implementing Risk Appetite for Variable Annuities 2011 Enterprise Risk Management Symposium, ... for implementing a company’s risk appetite statement for a variable annuity product. Derivatives;Financial ...- Authors: Nicholas Jacobi
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Risk appetite
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
derivatives and the asso- ciated insurance on the U.S. subprime mortgage market lead to the interna- ∗All ... business to a small change in an assumption, such as mortality or lapse. As the use of market guarantees have ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ... measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk. Banking ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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A Risk Management Tool for Long Liabilities: The Static Control Model
hedge rolls forward in time. Table 1 below walks through the steps. TABLE 1 Monopole Static Hedge ... ′′+=′ 30)1( ZKf ′+ 3030 )( ZKff ′−′ The table assumes that at time t = 0 assets and liabilities ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Risk Accounting: A Next Generation Risk Management System for Financial Institutions
around the globe. In recent testimony before the U.S. Congress, Alan Greenspan, former chairman of the ... Advanced Measurement Approach Group formed by leading U.S. banks under the auspices of the Risk Management ...- Authors: Peter Hughes, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Public Policy
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Emerging Risk: An Integrated Framework for Managing Extreme Events
blind spots, risk denial and structural impediment[s]” (32) is the key to disaster prevention. For purposes ... more than one potential future endpoint (Allen 2000; Yilmaz and Gunel 2009). It is possible to conceptualize ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management