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Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest ... volatility clustering, and a rising yield curve. The primary use case is to support US capital and reserve standards ...- Authors: Rahat Jain , Dean Kerr, Matthew Zhang
- Date: Jul 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Life Insurance; Modeling & Statistical Methods
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GAAP Long-Duration Targeted Improvements: Whether Largely a Compliance or Modernization Exercise, the Considerations for the Modeling Actuary are Numerous
GAAP Long-Duration Targeted Improvements: Whether Largely a Compliance or Modernization Exercise, ... model and associated infrastructure will have a direct impact on the efficiency and effectiveness of the ...
- Authors: Ryan Laine, Dave Czernicki, Jean-Philippe Larochelle
- Date: Apr 2021
- Competency: Strategic Insight and Integration
- Publication Name: The Modeling Platform
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Modeling efficiency