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IFRS 17 Implementation Considerations for Variable Annuity (VA) with a Focus on Hedging
IFRS 17 Implementation Considerations for Variable Annuity (VA) with a Focus on Hedging This session ... 17 Implementation Considerations for Variable Annuity (VA) with a Focus on Hedging This session will ...- Authors: Joshua Dobiac, Yang Jing
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Annuities>Variable annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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Dynamic v. Static Replication
“Static” 1-Year S&P 500 Volatility Management Calendar Year 2018, Target Volatility = 15% • S&P 500 price ... price return between -14.73% - +7.69 (S&P 500 total return including dividends = -5.18%) • Outcome: “static” ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management