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  • Enterprise Risk Management Meets Unified Valuation System
    there, certainly in terms of the application of dynamic models to the regulatory process. They have implemented ... swaption program, an interest rate cap program, or a dynamic hedging program, all designed to reduce our exposure ...

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    • Authors: Max Rudolph, Francis Sabatini, Robert Wilcox
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management