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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 ... fund advisers. ;; Risk measurement; Risk metrics; Value at risk =VAR; Investment risk 4294992250 9/18/2012 ...- 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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Integrated Approaches to Risk Management in the Financial Services Industry—A SeminarDecember 8–9, 1997Atlanta, Georgia
Management in the Financial Services Industry—A SeminarDecember 8–9, 1997Atlanta, Georgia The author summarizes ... summarizes the content of a seminar entitled “Integrated Approaches to Risk Management in the Financial ...- Authors: Anna M Rappaport
- Date: Mar 1998
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Chairperson’s Corner
Chairperson’s Corner Update of the activities being carried out by the Joint Risk Management Section ... risk management=ERM;Professional development=PD;Economic capital 6442466642 1/1/2016 12:00:00 AM ...- Authors: Mark M Yu
- Date: Jan 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management
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RE-THINK THE RISK: Use and Misuse of Statistics
RE-THINK THE RISK: Use and Misuse of Statistics Statistics were invented to describe heterogeneity and ... not be appropriate. Let's clarify their field of relevance. Asset allocation;Enterprise risk management=ERM;Own ...- Authors: Sylvestre Frezal
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Governance; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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On the Importance of Hedging Dynamic Lapses in Variable Annuities
On the Importance of Hedging Dynamic Lapses in Variable Annuities Decomposes guaranteed minimum maturity ... maturity benefit option into a basket of components, and values each component with both a Black-Scholes ...- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management
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How Many Scenarios?
Scenarios? The Risk Management Task Force polled the Risks & Rewards readers and asked the following ... did you determine the number? and 3 What confidence interval does your result have? The results are summarized ...- Authors: David Ingram
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Summary Of Presentation Delivered At The SOA 2009 Annual Meeting “Hedging For Life Insurers—What’s Next For Variable Annuities?”
Summary Of Presentation Delivered At The SOA 2009 Annual Meeting “Hedging For Life Insurers—What’s Next ... becoming a mainstay in the risk management arsenal of life insurers. It focuses on the significant stresses ...- Authors: David Maloof
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Dynamic simulation models
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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 ...- 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
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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
using Black-Scholes. Discussion on the limitations of Black-Scholes and of its alternatives such as Heston ... Heston. Clear, accessible explanation of key results of mathematical finance including risk-neutral valuation ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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“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 ...- 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