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  • Quantitative Measures of Bond Liquidity
    Quantitative Measures of Bond Liquidity Explains the method used to calculate Liquidity Cost Score and ... and Price Impact Score. Describes the rationale for and applications of these methods. corporate bonds;fixed ...

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    • Authors: Vadim Konstantinovsky
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
  • “Risk-Free” Liabilities: Efficient Pension Management Requires The Right Benchmark
    Liabilities: Efficient Pension Management Requires The Right Benchmark Feature article describing how traditional ... asset allocations contain so much risk that the details of the “liability benchmark” have been largely ignored ...

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    • Authors: Shirley Cheung, Chad Aaron Hueffmeier
    • Date: Feb 2011
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Pensions & Retirement>Risk management
  • Managing Funding Ratio Risk and Return
    T S E C T I O N “A KNOWLEDGE COMMUNITY FOR THE SOCIETY OF ACTUARIES” R I S K S A N D R E W A R D S ... BY T H E SO C I E T Y O F AC T U A R I E S On the Cover... 1 Managing Funding Ratio Risk and Return ...

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    • Authors: Aaron Meder
    • Date: Aug 2006
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Pensions & Retirement>Pension finance; Pensions & Retirement>Risk management