Description: Panelists at this session of the SOA 2001 Toronto Spring Meeting discuss new profit measures that are used in the management of the company. The focus is on value-added and risk-adjusted return on capital [RAROC] methods.

Description: The panel at this session of the SOA 2004 Annual Meeting describes and discusses methods that are currently used for quantifying credit risk, both from a portfolio perspective and an individual security perspective.

Description: This session discussion is about the pricing considerations for risk and measurement of the rate of return in light of unexpected contingencies including: defaults, economic downturns, change in bond ratings and market value changes. From Record of the Society of Actuaries Vol. 15, No. 3B.

Description: This session at the SOA 1990 San Francisco Spring Meeting is about the various factors to be considered in determining the interest margins for interest-sensitive life insurance, annuities and GICs, i.e. the difference in earned and credited rates including practical considerations. Valuing embedded options in assets and liabilities is also discussed.

Description: This session at the SOA 2003 Washington, DC Spring Meeting focuses on the issues involved in building a scenario generator. It covers the data set used to develop and calibrate the generator as well as a discussion of different approaches and their features. Implementation is addressed along with potential pitfalls.

Description: Presented at May 1996 Spring Meeting. This teaching session covers course F-585 in the exam materials, which is intended to provide background for the actuary who aspires to become the chief financial officer of a financial institution. It addresses raising capital and financial management.

Description: This session at the SOA 2001 Toronto Spring Meeting looks at liquidity risk including the causes and risk management options. The work of the American Academy of Actuaries Life Liquidity Work Group is reviewed. The requirements of New York's Circular Letters ont the subject are discussed.

Description: 2001 SOA Spring Meeting, Toronto. A wide range of tools exists in both the insurance and banking industries to measure and mitigate exposure to risk. For some risks, given their nature and volatility, real-time measurement and monitoring has become a necessity. This session focused on the risk management tools and techniques that measure and mitigate exposure associated with products that have embedded options.

Description: This session at the SOA 1990 San Francisco Spring Meeting is about modeling investments including the relationship to pricing, modeling techniques, scenario creation, and modeling of collaterized mortgage obligations [CMO].

Description: This session from the 1995 SOA Boston Meeting covers the dollars-at-risk, or value at risk, system for risk management in the banking industry and the applicability of this system in the insurance industry. It also covers a practical example of using dollars-at-risk at an insurance company. From the Record of the Society of Actuaries, Vol. 21, No. 4b.