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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 ...- 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
Issue No. 30 MARCH 1998 RISKS AND REWARDS PAGE 17 “The general approaches to VAR computation have ... Easy Measuring Financial Risk continued from page 17 in the portfolio return distribution also represent ...- 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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Correspondents' Reports from the 2016 SOA Investment Symposium
Correspondents' Reports from the 2016 SOA Investment Symposium Recaps the content of leading ... 15. Messi is one of these 16. New Zealand bird 17. Amin subject 18. Took off 19. Crash site? 20 ...- Authors: Warren Manners, James Kosinski, R Inglis, Kelly Featherstone, George Eknaian
- Date: Aug 2016
- Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations; Finance & Investments>Investment strategy - Finance & Investments
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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 ...- 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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“Risk-Free” Liabilities: Efficient Pension Management Requires The Right Benchmark
“Risk-Free” Liabilities: Efficient Pension Management Requires The Right Benchmark Feature ... rate, foreign exchange and the unemployment rate. 17 Cash balance plans generally provide embedded options ...- 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