Description: ERM and Investment strategies for healthcare companies

Description: Investment Fallacies: The Myth of Time Diversification

Description: Investment Fallacies: Future Equity Returns

Description: In this paper the researchers analyze pension plans for three countries (Canada, the UK, and the US) using an ESG that includes a demographic ratio that has been defined consistently for all countries. In that regard the paper extends the literature and opens areas for future research.

Description: The Society of Actuaries’ Committee on Finance Research and Joint Risk Management Section Research Committee are pleased to make available a research report developing a framework for quantifying and analyzing various forms of contractual designs.

Description: In this video Eric Milner, ASA MAAA explores financial risk management and hedging strategies, catering to both seasoned professionals and newcomers. It covers essential topics such as hedging techniques to stabilize portfolios, determining optimal hedging rations, and assuring risks using metrics like Value at Risk (VaR). Additionally, it delves into various risk management categories including credit, interest rate, foreign exchange, equity, volatility, and liquidity, emphasizing the importance of understanding these strategies for maintaining financial stability in dynamic markets. Contributors: Eric Milner, ASA, MAAA ; Fiona Fan FSA, MAAA; Emelia Bruera, FSA; Jon Forster ASA, MAAA

Description: This session will serve as a guide on how to implement a factor-based optimization in the Strategic Asset Allocation process. The session will review a factor-based investing approach and cover the top-down macroeconomic drivers of risk and return for various asset classes. We will then illustrate implementation of this investing approach and determination of an optimal Strategic Asset Allocation through a pension fund case study. There will be an interactive element to the session as the factor sensitivities of various portfolios can be examined in real-time.

Description: Discussion of FinTech including PIMCO research on 401(k) use of managed accounts and observations about cybersecurity, genetic data, and retirement spend down.

Description: The article discusses the characteristics of the high-yielding bank loan asset class.

Description: Measuring Fair Value for Participation Units of Stable Value Pooled Funds