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Chasing Down the Rebalancing Premium
Chasing Down the Rebalancing Premium This article speculates on the presence and magnitude of ... (“The Investment Return from a Portfolio with a Dynamic Rebalancing Policy,” British Actuarial Journal ...- Authors: Anson Glacy
- Date: Sep 2020
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Finance & Investments>Asset allocation
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Against the Grain: The Wisdom of Countercyclical Capital
Against the Grain: The Wisdom of Countercyclical Capital The new ways of calculating capital requirements ... evolved from simple, static estimates toward dynamic, risk-based methodologies that reflect the real ...- Authors: Anson Glacy
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Benchmarking Investment Performance
matches the liability. Another is to create a dynamic strategy that synthesizes the liability. These ... the left. I mentioned replicating options with dynamic strategies. A buy-low-sell-high strategy is very ...- Authors: Anson Glacy, Scott S Hartz, William H Panning
- Date: May 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Risks and Rewards Newsletter, February 2003, Issue No. 41
system analysis environment that simulates the dynamic details that contribute to the complexity inherent ... using clear, simple terms to describe results. Dynamic Spread/Private Placement of Default Study Speakers: ...- Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
- Date: Feb 2003
- Publication Name: Risks & Rewards
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The FHLB Advance Window: A Compelling Opportunity?
The FHLB Advance Window: A Compelling Opportunity? Presented at May 2002 Spring Meeting. This ... This legislation effectively changed the economic dynamic of FHLB membership for insurance companies. The ...- Authors: Anson Glacy, Thomas Grondin, UNKNOWN H D Barkett
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Banking - Finance & Investments; Finance & Investments>Investments
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Small Talk Newsletter, May 2001, Issue No. 17
Small Talk Newsletter, May 2001, Issue No. 17 Full version of Small Talk Newsletter, May 2001, ... ten years. The Society of Actuaries published a Dynamic Financial Condition Analysis Handbook in May 1996 ...- Authors: Robert J Butler, Anson Glacy, John Kerper, John Ladley, Jon E Niehus, Steven Ostlund, Edward J Slaby, James Thompson, Alex Zeid, Lawrence Garvey
- Date: May 2001
- Publication Name: Small Talk
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The Financial Reporter
reporting purposes. Canadian reporting rules rely on dynamic analysis. What are we Financial Reporting Section ... capital assessment on developing additional dynamic financial analysis tools and methodologies. In ...- Authors: Anson Glacy, Larry M Gorski, Norman E Hill, James W Lamson, Donald Maves, Bruce Moore, Thomas Nace, David Sandberg, Shirley Hwei-Chung Shao, S Michael McLaughlin
- Date: Jun 2000
- Publication Name: The Financial Reporter
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The Financial Reporter
The Financial Reporter Full version of The Financial Reporter, Number 41, February 2000. 25553 2/1/2000 ... THE FINANCIAL REPORTERPAGE 20 FEBRUARY 2000 dynamic, Greek-based (derivatives of value with respect ...- Authors: Robert A Brown, Anson Glacy, Larry M Gorski, R Thomas Herget, G Mitchell, Thomas Nace, Edward Robbins, Raymond Ted Schlude, Darryl Wagner, Michelle Chong Tai-Bell, Patricia Matson
- Date: Feb 2000
- Publication Name: The Financial Reporter
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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring regional ... match or are there still unhedged risks? 2. Dynamic hedging using the mathematics of “the Greeks”: ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Equity-Indexed Products: Managing the Beast
contracts, using the "greeks" to measure exposure, dynamic hedging, and managing marketplace volatility ... health companies. My job today is to describe dynamic hedging, define the "greeks," and talk about ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Small Talk Newsletter, May 1998, Issue No. 11.
Small Talk Newsletter, May 1998, Issue No. 11. Full version of Small Talk Newsletter, May 1998, ... isfy another objective of a new valuation law for dynamic financial information. New business projections ...- Authors: Christian J DesRochers, Jerry Enoch, Anson Glacy, R Thomas Herget, Norman E Hill, Paul J Sulek, James Thompson, Thomas P Tierney, Teri Geske, DALE ALLEN HALL, JOHN WADE, D A D'Annunzio, Joel Lantzman
- Date: May 1998
- Publication Name: Small Talk
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New Frontiers in Assest/Liability Management
Asset/liability management is really synonymous with dynamic financial analysis--which is really quantitative ... property and casualty (P&C) arm is picking up dynamic financial analysis (DFA) as a quantitative analytical ...- Authors: Anson Glacy, Frederick W Jackson, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management