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  • A New Perspective on Risk Management:Creating Value by Managing Risk
    Weiss DECEMBER 2001 THE FINANCIAL REPORTER PAGE 17 offensive approach of the new paradigm, another ... Creating Value by Managing Risk continued from page 17 TTaabbllee 11 - UULL RReessuullttss ((55-yyeeaarr ...

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    • Authors: Francis Sabatini, Joseph Weiss
    • Date: Dec 2001
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management
  • Financial Market Volatility: Modeling and Management
    Financial Market Volatility: Modeling and Management 17 Chart 6 11 All Vols Together: Swaption Surface ... Volatility: Modeling and Management 19 Chart 10 17 Entire Surface Can Be Summarized with a Few Parameters ...

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    • Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
  • Using Risk Management to Optimize Value
    Using ... risk. Using Risk Management to Optimize Value 17 Table 4 21 #!@ FRM Case Study (Base = VA ... 6,000,000 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Duration Maximum 75th % Median 25th ...

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    • Authors: Max Rudolph, Francis Sabatini
    • Date: May 2002
    • Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management
  • Annuity Risk Management Seminar: Annuity Risk Management - Overview
    Annuity Risk Management Seminar: Annuity Risk Management - Overview Presented at May 2005 Spring Meeting Panelists ... If you're a Annuity Risk Management Seminar 17 "delta hedger," that's an even bigger bet ...

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    • Authors: Francis Sabatini, Narayan S Shankar
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities; Enterprise Risk Management>Financial management
  • Balancing Risks
    Balancing Risks From a session at the Spring regional meeting of the Society of Actuaries held ... elements across the products. You end up with only $17 million, in terms of a correlated total on risk, ...

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    • Authors: Nancy Bennett, Francis Sabatini, Peter Tilley
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
  • Credit Risk Models and Mathematics: Part 1
    Credit Risk Models and Mathematics: Part 1 Presented at May 2005 Spring Meeting. Panelists discuss approaches ... the Credit Risk Models and Mathematics: Part 1 17 portfolio changes going forward. Given ...

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    • Authors: Francis Sabatini, George A Holt, Adam Girling
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San ... Guarantees 17 example, if your data system still isn't updated ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models