Description: How insurers can include a liquidity score and liquidity stress scenarios as part of their asset liability management (ALM) protocol.

Description: This paper looks at the problem of valuing and managing the ALM risks associated with insurance liabilities that are too long to be matched by available investments. Two options were explored and the paper concludes by arguing that the Static Control Model leads to more useful ALM strategies for long liabilities.

Description: This specialty guide is a background reading list reference for the practice of asset-liability management 'ALM'. It is intended to provide guidance to anyone seeking to gain knowledge regarding ALM, especially with respect to its application to financial security systems such as life or health insurance, property and casualty insurance and pensions.

Description: This literature guide is a background reading reference for the practice of asset-liability management 'ALM'. It is being published to offer guidance not only to actuaries seeking to gain knowledge on ALM as it relates primarily to life and health insurance, but also to practitioners in the property and casualty insurance and pension fields.

Description: 1998 Valuation Actuary Symposium. The panelists discussed how asset liability management is synonymous with a dynamic financial analysis and quantitative risk management. Topics covered were systems implementations including asset risk exposure optimization given a company-specific set of liabilities and total risk exposure optimization, which includes stochastic analysis of alternative asset and liability strategies.

Description: 1998 Valuation Actuary Symposium. The panelists discussed the keys to an effective Asset Liability Management process and the conceptual tools that they're using, including value-at-risk, optimization techniques, and holistic ALM.

Description: Presented at 1995 Valuation Actuary Symposium. Discusses the evolving nature of the work of the valuation actuary, including asset liability management, cash flow testing and the responsibilities of the valuation actuary in management decisions.

Description: 1995 Valuation Actuary Symposium. In this session panelists discussed how cash-flow testing models can be used to provide significant Asset/Liability Management information, making the transition from cash-flow testing to ALM, definitions of ALM, the key assumptions in ALM, and evaluating results.

Description: This guide lists literature sources that an actuary can use to gain knowledge on investments and asset/liability management. It can be viewed as a preliminary road map for the actuary seeking direction to enhance his or her knowledge in these areas. The emphasis of this guide is on fixed-income securities.

Description: 1994 SOA Spring Meeting, Orlando. This session is about Asset/Liability Management from property and casualty and life insurance perspectives in Europe and North America.

Description: This session at the SOA 1990 Hartford Spring Meeting is about asset segmentation, i.e. segmenting assets among lines of business or liabilities, and how this enhances asset/liability mangement.

Description: This session discussion is about various asset related items that are needed to perform necessary projections. From Record of the Society of Actuaries Vol. 15, No. 2.