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  • Introduction of Cashflow Matching Strategic Asset Allocation Framework
    requirements. It prioritizes cashflow matching as the primary optimization goal and incorporates security-level ... utilizes the cashflow mismatching level as the primary risk metric. It discusses how this framework empowers ...

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    • Authors: Gautam Devarashetty, Seong Weon Park, Joy Chen, Mandy Jiao
    • Date: Apr 2024
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Asset allocation; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
  • S&P Global’s Proposed Capital Model Changes and its Implication to U.S. Life Insurance Companies
    take actions to reduce the duration gap. So special care must be taken for lines of business with larger ... universal life, structured settlements, and long-term care, where duration mismatches of upwards of five years ...

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    • Authors: Yiru (Eve) Sun, Seong Weon Park, Jin-Heok John Choi
    • Date: Aug 2022
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration
    • Publication Name: The Financial Reporter
    • Topics: Finance & Investments; Financial Reporting & Accounting