Announcement: SOA congratulates the new FSAs for June 2024.

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  • Quantitative Measures of Bond Liquidity
    Quantitative Measures of Bond Liquidity Explains the method used to calculate Liquidity Cost ... & REWARDS | 31 The market PIM (Figure 5) is dynamic. We see large move- ments, in the expected direction ...

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    • Authors: Vadim Konstantinovsky
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
  • Innovative Investment Vehicles
    Innovative Investment Vehicles This presentation is from session number 36, presented at the ... unstable duration by engaging in some sort of dynamic or delta hedging. The problem of the latter group ...

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    • Authors: Ronald S Oldenkamp, Vadim Konstantinovsky
    • Date: Sep 1999
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments