Back Testing of Investment Performance by Asset Classthe defined benefit pension system. All other primary systems of retirement as defined in the IRS guidelines ... period. In the employer based plans, there is a direct relationship between the number of years of funding ...
Description: This study aimed to study primarily the impact of market performance on a pension plan’s ability to meet its obligations.Hide
- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
Enterprise Risk Management:One size does not fit allLooking forward, the impact of the Affordable Care Act (ACA) on MLRs will need to be consid- ered. ... life, or property and casualty (P&C)). Health care is considered a short- tailed line of business, ...
Description: ERM and Investment strategies for healthcare companiesHide
- Authors: Mark W Whitford
- Date: Jan 2013
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Health Watch
- Topics: Annuities>Investment strategy - Annuities; Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investments
Session 098: The Evolution of the Corporate Bond Market and Hidden Riskfuture accruals and costs Primary Role of Fixed Income Liability hedge Primary source of liquidity Potentially ... Diversifier to equities Deflation or inflation hedge2 Primary source of liquidity  Under US and international ...
Description: The investment grade corporate bond market continues to expand in size and is now nearing record levels. The Bloomberg Barclay’s U.S. Corporate Bond Index, representative of the U.S. corporate bond market, now measures over $5 trillion, nearing its all-time high compared to its $2 trillion mark in 2008. The BBB-rated segment of the index has experienced significant growth, and now represents more than 50% of the corporate bond market. Corporate bond market risk has increased beyond what the ratings indicate. Today's investing landscape of relatively low yields, higher corporate leverage and a later-stage credit cycle presents challenges for both insurance and pension portfolios where corporate bonds are a core investment. <br> <br>With representation from a U.S. portfolio manager, Canadian portfolio manager and an investment consultant, attendees will get a full perspective of the North American environment and how to apply this information when making client recommendations.Hide
- Authors: Alexander Pekker, Natalie Moretti, Karin Sullivan, Dennis Woessner
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investments