Is Foreign Exchange Fluctuation FEX Affecting Your Bottom Line?portfolio market risk calculation results from the care with which consistent data points are observed and ... respect to portfolios held for extended periods. Direct calculation is a useful fast tool for ballpark ...
Description: This session from the 1995 SOA New York City Meeting presents various aspects of foreign exchange risk in life insurance company operations, how to measure and adjust for FEX effects, modeling for FEX, effective duration, and accounting for foreign exchange. From the Record of the Society of Actuaries, Vol. 21, No. 2.Hide
- Authors: Joel Magyar, Peter L Smith, Eric A Tell, Mark C Abbott
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Financial management; Global Perspectives