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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 advisers. ;; Risk measurement; Risk metrics; Value at risk =VAR; Investment risk 4294992250 ...

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    • 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
  • Optimizing CPPI Investment Strategy for Life Companies
    Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI strategies, taking into account discrete hedge times and market dislocations (gap risk). value at ...

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    • 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
  • 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, from a banking perspective, of Value at Risk VAR and its use as a risk management tool.

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    • 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
  • Risks and Rewards, February 2017, Issue 69
    Risks and Rewards, February 2017, Issue 69 Read the February 2017 issue of Risks and Rewards published by the Investment Section. Investment policy;Keywords Investment policy;Investment risk; ...

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    • 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
  • Subjective Value at Risk
    Subjective Value at Risk This article provides an analysis of Value at Risk VAR and its advantages and limitations as a tool for assessing and quantifying market risk. The article originally ...

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    • Authors: Glyn A Holton
    • Date: Oct 1998
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Value at risk - Finance & Investments
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