Description: This article provides an analysis of Treasury Inflation-Protected Securities TIPS, examining the mechanics of these bonds, how they have performed to date and what may be expected for the future.

Description: The SOA is pleased to make available a report updating the 2012 risk assessment performed by Porteous et al. The report also provided an economic capital analysis for a stylized US plan with the same member profile and the USS provisions modified to reflect a typical US DB plan.

Description: The authors explore major points of the exposure draft (ED) of the Financial Accounting Standards Board (FASB). At the same time, they explain the differences between the FASB ED and the ED published nearly simultaneously by the International Accounting Standards Board (IASB).

Description: While some people proclaim the imminent triumph of renewable energy, this article argues that fossil fuels will continue to be part of the energy mix.

Description: This report describes trends in asset allocation of major life insurers across eight Asian markets.

Description: French language version of Risk Management, August 2014 newsletter.

Description: This abstract describes a paper that proposes a quantitative framework which jointly considers the endowment spending policy and the asset allocation decision a-la Markowitz.

Description: Complete issue of the August 2014 Risk Management newsletter.

Description: This report describes trends in asset allocation of major life insurers across eight Asian markets.

Description: The article provides a summary of the Drake Risk & Opportunity Forum held on October 21, 2022. The forum was a hybrid conference that attracted more than 200 attendees from 17 states, two countries, 48 employers, and five universities. Following an introduction by the Zimpleman College of Business Dean, the forum held six sessions. First was an insurance company CRO panel followed by a panel of non-insurance company CROs. Gary Zhu shared his outlook for interest rates and capital markets. The fourth panel discussed insurance capital models. The fifth panel discussed environmental, social, and governance (ESG) criteria when building insurance company investment portfolios. The final session of the day was a discussion about the NAIC, how they operate, and their priorities for the coming year.