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IFRS 17 Risk Adjustment Confidence Level Disclosure
IFRS 17 Risk Adjustment Confidence Level Disclosure Calculating the risk adjustment confidence level ... level disclosure required by IFRS 17 if the risk adjustment itself is calculated using a cost of capital ...- Authors: Leonard Reback
- Date: Dec 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Financial Reporter
- Topics: Finance & Investments>Economic capital
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Arbitrage-Free Perspective On Economic Capital Calibration
Arbitrage-Free Perspective On Economic Capital Calibration The selection of ... management=ERM;International Financial Reporting Standards=IFRS;Risk modeling;Secondary guarantees;Solvency II;Investment ...- Date: Mar 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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Emerging Global Capital Standards for Insurance
liability”). Reserves established under the rules of GAAP/IFRS accounting and prudential regulatory frameworks ... quantitative field tests. MAY 2016 INTERNATIONAL NEWS | 17 Emerging Global Capital… The ICS, which is a ...- Authors: Elizabeth Dietrich, Ian Adamczyk
- Date: May 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance; Leadership>Influence; Professional Values>Public interest representation
- Publication Name: International News
- Topics: Enterprise Risk Management>Systemic risk; Finance & Investments>Economic capital; General Insurance (Property & Casualty)>Capital - General Insurance; Global Perspectives>Global markets; Global Perspectives>Multinational companies; Life Insurance>Capital - Life Insurance
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Navigating the Changing Landscape
GAAP/International Financial Accounting Standards (IFRS), Solvency II or another valuation basis. Other ... different products around the globe. U.S. GAAP and IFRS provide consistent accounting standards on the ...- Authors: Clinton Thompson
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic capital
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Economic Capital: A Case Study To Analyze Longevity Risk
4: Figure 5: AUGUST 2010 RISKS AND REWARDS | 17 In fact, the main difference between the two methods ... decreASiNg vAlueS.“ “ ECONOMIC CAPITAl … | frOM PAGE 17 AUGUST 2010 RISKS AND REWARDS | 19 proper analysis ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value
Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value ... Parameters for Table 2 Data of Myers and Read 17 Example from Myers and Read (2001) Partial Derivatives ...- Authors: Michael Sherris, John van der Hoek
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Investment strategy - Finance & Investments
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Bringing Risk into Capital Management
adjustments or Bringing Risk Into Capital Management 17 withdraw the problem products. Why Risk ... bigger number than it did 10 years ago. Chart 17 shows a simple illustration of the concept with fully ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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A Cost of Capital Approach to Extrapolating an Implied Volatility Surface
A ... 2.5 3 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Time in Years S to c k ... 200 vol points which is less than the 250 vol 17 point shock to best estimate volatility. The ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Estimation methods
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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
Making ... capital Making the Case for Economic (Risk) Capital 17 structures. This is becoming more interesting ... total company and a LOB basis 40% 7% 9% 15% 17% 12% Tot al Com pany & LOB Basis LOB Basis ...- Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH.
ECONOMIC CAPITAL. ... 𝑈𝐿3 + ⋯ + 2𝜌𝑛,𝑛. 𝑈𝐿𝑛. 𝑈𝐿𝑛 Page 17 of 50 C a s e S t u d y : A n A l t e r n a ... than 13 percent. Page 21 of 50 Figure 17. Distribution of rates of change in shareholders’ ...- Authors: Jawwad Farid
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic capital