Economic Scenario Generation for the Practitioner Seminarfollow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ... UNDERSTANDING THAT EACH INVESTOR WILL, WITH DUE CARE, MAKE ITS OWN STUDY AND EVALUATION OF EACH SECURITY ...
Description: The presenters in the seminar will discuss important practical considerations in economic scenario generation. Core topics will be:•Structure and application of models for interest rates, equity returns and inflation; and •Setting of calibration targets and the validation of calibrated models.Hide
- Authors: Society of Actuaries, Suhrid Swaminarayan, Daniel Schobel, Hal Warren Pedersen, Christian Curran, John Johnston
- Date: Apr 2018
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Scenario generation
Investment Optimization Approaches for Life InsurersLimited and Octagon Credit Investors, LLC are all direct or indirect subsidiaries of Conning Holdings Limited ... confidential or proprietary to Conning (or their direct and indirect subsidiaries). By accepting this document ...
Description: In this session, presenters will discuss portfolio construction considering economic and regulatory capital constraints. Regulatory Capital is unavoidable and is usually a binding constraint at the portfolio level. Economic Capital is a more reliable measure of risk and can constrain at sub-portfolio levels. The dilemma is how to come up with a business plan that optimizes appropriate objective measures while considering regulatory capital requirements.Hide
- Authors: Suhrid Swaminarayan, Vinaya Sharma, Weiwei Wang
- Date: May 2018
- Competency: Strategic Insight and Integration
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments