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  • Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
    Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives Competition for space in distribution ... proliferation of exotic options embedded in variable annuity products. This article discusses how this has ...

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    • Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
    • Date: Nov 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
  • Insurance Companies’ Highly Controlled Use of Derivatives has also Resulted in Protection from the Rogue Trader Problem
    March 2012 – Issue 24 R i s k c u lt u R e & D i s c l o s u R e s Risk management | MARCH 2012 ... 2012 | Risk management R I S K C U LT U R E A N D D I S C L O S U R E S efforts and controls, somehow ...

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    • Authors: Edward L Toy
    • Date: Mar 2012
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Finance & Investments>Derivatives
  • The Art of Hedging
    performance of over 100 different strategies using S&P 500 options, variance swaps, VIX futures, and VIX ... disproportionately more with larger moves down in the S&P 500 than it does for small selloffs. However, this ...

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    • Authors: Christopher Metli
    • Date: Aug 2015
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk; Finance & Investments>Derivatives