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Incorporating a Liquidity Premium into the Valuation of Insurance Liabilities
Incorporating a Liquidity Premium into the Valuation of Insurance Liabilities This session will ... been done on the issue so far (e.g. Solvency II, IFRS, U.S. GAAP, PBR) and new and practical ideas in ...- Authors: B John Manistre
- Date: Nov 2017
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Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins
meet International Financial Reporting Standards (IFRS) for risk margins and could serve as a foundation ... 0060 0.0070 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Chart2: Mortality Inputs Base Mortality ...- Authors: B John Manistre
- Date: Mar 2015
- Topics: Enterprise Risk Management
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Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
believes the methods described here would also meet IFRS standards. The cost of capital concept itself ... first for the financial engineering methods. 17 We now see small differences between all four ...- Authors: B John Manistre
- Date: Sep 2014
- Competency: Leadership>Thought leadership
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM
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Looking at OSFI’s Recent LICAT Guideline Through a Cost of C
process of changing. Canada has formally adopted IFRS as an accounting standard and OSFI has just announced ... gross premium reserve calculation methods, such as IFRS and Canadian GAAP the net premium loading constraint ...- Authors: B John Manistre
- Date: Mar 2017
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Capital Approach to Credit and Liquidity Spreads
10% 1.30% 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Chart 1: Risk Loaded Default Rate Example ... 30% 1.50% 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Chart 2: Risk Loaded Default Rate Example ...- Authors: B John Manistre
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins This article discusses ... Where will it be 100 Years from Now? September 15-17, 2014 • Manchester Grand Hyatt San Diego • San Diego ...- Authors: Society of Actuaries, B John Manistre
- Date: Aug 2014
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
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Risk Management, August 2014, Issue 30
Derivatives Strategy Risk management | AUGUST 2014 | 17 • The notional of the purchased options is equal ... | Risk management Tails, You Lose … | from Page 17 CONTINUED ON PAGE 20 Risk management | AUGUST ...- Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation
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Risk Management, August 2014, Issue 30, French Version
événement extrême. » Gestion du risque | AOÛT 2014 | 17 protections contre les baisses du marché, qui fait ... enregistré une diminution de ces actifs de l’ordre de 17 % depuis le pic de 2010 (graphique 1). On s’attend ...- Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation