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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 fund ...- 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
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Measuring Financial Risk The Layperson’s Introduction to Value at Risk
Measuring Financial Risk The Layperson’s Introduction to Value at Risk The author provides an overview ...- Authors: Barry Schachter
- Date: Mar 1998
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments
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Risks and Rewards, February 2017, Issue 69
Risks & Rewards IS SU E 69 F EB R U AR Y 20 17 Mean Reversion & Chronic Low Interest Rates ... Chair Suhrid Swaminarayan, FSA, FIA 2017 Life & Annuity Symposium Coordinator Kelly Featherstone, FSA ...- 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
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Optimizing CPPI Investment Strategy for Life Companies
at time t a risky asset (e.g., a share) with price S and a risk- free asset (e.g., a Treasury bond) with ... the expiration of the contract). The risky asset S is defined by the usual lognormal continuous- time ...- 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
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Subjective Value at Risk
Subjective Value at Risk This article provides an analysis of Value at Risk VAR and its advantages ... private retirement plans as REFERENCES Bakshi, Gurdip S., and Zhiwu Chen. Congressional Budget Office. 1993 ...- Authors: Glyn A Holton
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Value at risk - Finance & Investments