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  • Managing Investment and Liquidity Risks Within Nonfundamental Market Sell-off and Volatility Feedback Loops: A Market Impact Perspective
    Managing Investment and Liquidity Risks Within Nonfundamental Market Sell-off and Volatility Feedback Loops: A Market Impact Perspective 3/31/2019 12:00:00 AM ...
    • Authors: Aymeric Kalife
    • Date: Mar 2019
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments; Life Insurance
  • Optimizing CPPI Investment Strategy for Life Companies
    Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI strategies, taking into account discrete hedge times and market dislocations (gap risk). value at ...

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    • Authors: Aymeric Kalife, Saad Mouti
    • Date: Aug 2018
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments