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A Low-Growth World: Implications for the Insurance Industry and Pension Plans
asset and liability impacts on the actuary’s primary stakeholders, the insurance and pension sectors ... growth, spending more on one thing (e.g., health care, education) crowds out spending on something else ...- Authors: Max Rudolph, Mark E Alberts
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Survey on Market Risk Report
participating traditional life insurance, health, long-term care and non-life product lines when determining market ... (CIOs), and Chief Actuaries. The ERM committee's primary responsibility is overseeing risk management activities ...- Authors: Society of Actuaries
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk categories; Finance & Investments>Risk measurement - Finance & Investments
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2009 Emerging Risks Survey
the metric they had not previously used. Primary internal metric 28% 51% 13% 8% VaR CTE Not ... multiple initiatives (the survey asked for a primary source) or distracted modelers focused in on improving ...- Authors: Max Rudolph
- Date: Mar 2010
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives>Geopolitical risks
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Interest Rate Swaps – An Exposure Analysis Report
components; CVA, DVA, and even FVA14, once the primary discounting is complete under the no-default assumption ... be received in the future. Also, in addition to direct gains or losses in the value of a swap position ...- Authors: Paul Ferrara, Seyed Ali Nezamoddini
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Emerging Risks Survey
addition to CTE and VaR. Question 3 asks which primary metric is used for external required capital purposes ... horizon for external required capital. The three primary options, long/intermediate/short, were nearly a ...- Authors: Max Rudolph
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives>Geopolitical risks
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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
that the value of the liabilities does not play a direct role in this measure; rather, the liabilities are ... of actuarial liabilities, 𝐿𝐿0, does not play a direct role in the calculation of V0. For instance, a ...- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
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2010 Emerging Risks Survey
2010 Emerging Risks Survey Research report describing the results of an Emerging Risks Survey conducted ... question while now only the primary region is requested. The primary area of practice continues ...- Authors: Max Rudolph
- Date: Feb 2011
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives; Global Perspectives>Geopolitical risks