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  • The SEC’s Form PF: ORSA for Hedge Funds
    The SEC’s Form PF: ORSA for Hedge Funds Description of new regulatory risk disclosure for private ... reporting on it, much in the way Solvency II and IFRS (and U.S. analogs of these) will shape insurance ...

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    • Authors: James Ramenda
    • Date: Sep 2012
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Compliance; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • Staff Corner
    Staff Corner Article introducing a new department in the newsletter by the section's SOA staff partner. ... Issue 71 FEBRUARY 2018 RISKS & REWARDS | 17 strike reduced the drag of the short put side of ...

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    • Authors: Society of Actuaries
    • Date: Feb 2018
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
  • Optimizing CPPI Investment Strategy for Life Companies
    Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI strategies, ... Monthly AUGUST 2018 RISKS & REWARDS | 17 However, using a constant volatility and lognormal ...

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    • Authors: Aymeric Kalife, Saad Mouti
    • Date: Aug 2018
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • Risks and Rewards, February 2017, Issue 69
    & Rewards IS SU E 69 F EB R U AR Y 20 17 Mean Reversion & Chronic Low Interest Rates By ... INTRODUCTION TO ALTERNATIVE INVESTMENTS (SESSION 17) Panel Discussion: Seth Koppes (expert in insurance-owned ...

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    • Authors: Society of Actuaries
    • Date: Feb 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • Risks & Rewards, August, 2017, Issue 70
    Risks & Rewards, August, 2017, Issue 70 Read the August 2017 issue of Risks & Rewards published ... $23,370,038 AUGUST 2017 RISK & REWARDS | 17 While far from perfect, this model paves the way ...

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    • Authors: Society of Actuaries
    • Date: Aug 2017
    • Publication Name: Risks & Rewards
    • Topics: Actuarial Profession>Professional associations; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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