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Risk Management in a Rising Interest Rate Environment
Risk Management in a Rising Interest Rate Environment The Federal funds rate increased ... under- or over-hedged, due to the inaccuracy in the dynamic surrender assumption, interest rate forecast, etc ...- Authors: Yiru (Eve) Sun, Chun Zheng
- Date: Jun 2023
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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2022-erm-dynamic-world
Pandemics & Paradigm Shifts: ERM in an Intensely Dynamic World panel discussion, where industry and regulatory ... failures, best practices and an outlook on the ultra-dynamic world of today and consideration of a company's ...- Authors: Society of Actuaries
- Date: Feb 2023
- Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; General Insurance (Property & Casualty); Public Policy
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Session 172: Asset Management Technology for Insurance and Pension Applications
Session 172: Asset Management Technology for Insurance and Pension Applications The management ... Reserves AG-43/VM-21 for the CTE calculation with dynamic hedging ALM (IF only) IFRS 17 (IF only) ...- Authors: Daniel B Finn, Ruth Moore, Society of Actuaries, Matthew Covalle
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
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Yield Curve Extrapolation Methods
Yield Curve Extrapolation Methods This research report summarizes methodologies used for yield ... hedgeability; however, they are working toward a dynamic programming approach to hedge design. This will ...- Authors: Jack T Kerbeshian, Patricia Matson
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Finance & Investments
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Risk Management: ERM For Insurers — From Compliance to Value
run their businesses. The most notable tool is dynamic financial analysis (DFA), developed in the 1990s ... best capital structure for the firm? The same dynamic EC model can help managers evaluate different ...- Authors: Stephen P Lowe, Prakash A Shimpi
- Date: Jul 2006
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Advanced Risk Management Seminar - New York, December 2002
Reinsurance, (3) Securitization of M&E fees, (4) Dynamic Hedging and (5) Static Hedging. He talked through ... duration to more dynamic approaches such as effective duration, VaR and CTE. These dynamic approaches measure ...- Authors: Catherine Ehrlich, Hubert B Mueller, David Ingram
- Date: Jul 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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Ten Predictions for Risk Management
Ten Predictions for Risk Management The author makes 10 predictions of how risk management will ... from total quality management tech- niques or dynamic simulations to quantify operational risk. More ...- Authors: James Lam
- Date: May 2003
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments
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Risk Management and Actuaries—SOA Risk Management Task Force Update
Risk Management and Actuaries—SOA Risk Management Task Force Update Risk Management ... for research. One such idea on the subject of dynamic covari- ance and correlations (covariance and correlations ...- Authors: Valentina A Isakina, David Ingram
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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Financial Engineering Versus Actuarial Science
primary author of Swiss Re’s firm asset model for dynamic financial analysis and led the development of Towers ... how you could replicate the security, sort of a dynamic hedging strategy for this new entity as a combination ...- Authors: Jack Gibson, Robert Musen, Application Administrator
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Alternative careers; Enterprise Risk Management; Finance & Investments