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State-Of-The-Art Profit Measurement
State-Of-The-Art Profit Measurement Panelists at this session of the SOA 2001 Toronto Spring Meeting ... profit measures that are used in the management of the company. The focus is on value-added and risk-adjusted ...- Authors: Arnold Dicke, Mark Milton, Kevin J Howard
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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Economic Scenario Generator - Investment Section Web Series - Real World
Economic Scenario Generator - Investment Section Web Series Session #2 - Real World This session will ... will cover the following points: 1. NAIC ESG 2. Strategic Asset Allocation and Optimization Techniques ...- Authors: David Schraub, Yury Krongauz, Sohini Chowdhury, Pawel Lojko, Hal Pedersen, Stephen Strommen
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement
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Real Time Delphi Study of Four Economic Variables
Real Time Delphi Study of Four Economic Variables The Society of Actuaries Predictive Analytics and ... Section, the Financial Reporting Section, the Investment Section and the Canadian Institute of Actuaries ...- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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A Unified Management and Capital Framework for Operational Risk
Operational Risk This article discusses the attributes of a unified Operational Risk Management framework ... seven-factor economic capital model. Basel;Economic capital;Operational risks;Risk measurement;Sarbanes-Oxley;Scenario ...- Authors: James Lam
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Pricing and Hedging Synthetic CDO Tranche Spread Risks
Spread Risks This presentation examines the measurement and hedging of synthetic CDO tranche spread risks ... based on market spread data following the sub-prime crisis. A range of methods proposed for pricing bespoke ...- Authors: Michael Sherris, Jack Jie Ding
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Economic Impact of Capital Level in an Insurance Company
Economic Impact of Capital Level in an Insurance Company Shareholders provide capital and receive the ... capital level exists that generates the highest return for the shareholders of an insurance company. This result ...- Authors: Yingjie Zhang
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Quantitative Methods Used in Managing Credit Risk
Methods Used in Managing Credit Risk The panel at this session of the SOA 2004 Annual Meeting describes ... Basel;Collateralized debt obligation=CDO;Economic value;Risk measurement;Risk metrics;Risk modeling;Credit risk; ...- Authors: Anthony Dardis, Rishi Kapur, Ugur Koyluoglu, Perry D Mehta
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Ten Predictions for Risk Management
Management The author makes 10 predictions of how risk management will change over the next decade. ... Basel;Economic capital;Operational risks;Risk measurement;Value at risk=VAR;Credit risk; 7117 5/1/2003 ...- Authors: James Lam
- Date: May 2003
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments
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Real Time Delphi Study of Four Economic Variables
Real Time Delphi Study of Four Economic Variables The Society of Actuaries Predictive Analytics and ... Section, the Financial Reporting Section, the Investment Section and the Canadian Institute of Actuaries ...- Authors: Theodore J Gordon
- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Economic Scenario Generator - Investment Section Web Series - Risk Neutral
Economic Scenario Generator - Investment Section Web Series Session #3 - Risk Neutral This session will ... will cover the following points: 1. Introduction to simulation and conditional simulation 2. LDTI & ...- Authors: Alex Ulitsky , Hal Pedersen, Pawel Lojko, Sohini Chowdhury, Yury Krongauz, David Schraub
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement