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VA Reform – Implications on ALM
premium 3 Earnings-only • Aims to immunize GAAP or IFRS earnings• Hedge program oriented around FAS 157 ... with statutory overlay • Aims to immunize GAAP or IFRS earnings, but uses a secondary overlay or “macro-hedge” ...- Authors: Peter Tian
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Market Trends
International Financial Reporting Standards (IFRS-17) Applies to companies operating or with ownership ... Affects Reinsurers Effective 1-1-2021 Replaces IFRS-4 Effects: Profit patterns/Earnings volatility ...- Authors: Society of Actuaries, Matthew Coleman
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Dynamic Index Market Overview
46% 47% 48% 51% 52% 47% 52% 50% 49% 51% 52% 53% 17% 26% 31% 28% 28% 27% 28% 22% 22% 22% 30% 30% 30% ... 14% 13% 11% 12% 11% 11% 10% 11% 12% 17% 16% 17% 17% 17% 14% 13% 17% 11% 11% 11% 12% 11% 12% 4Q13 1Q14 ...- Authors: Brandon Igyarto
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Hedging Challenges in Current Market Environment
Hedging Challenges in ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns U SD b ill io ns ... 10 20 11 20 12 20 13 20 14 20 15 20 16 20 17 20 18 U SD b ill io ns Money Markets Bonds ...- Authors: Philippe Combescot
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Efficient VA Hedging Instruments for Target Volatility Portfolios
Puts vs. Vanillas Introduction 11/12/2016 9:52:17 AM 2010 DB Blue template 10 Intuitively it should ... Comparable Instruments Methodology 11/12/2016 9:52:17 AM 2010 DB Blue template 11 We compare the PL ...- Authors: Society of Actuaries, Jon Spiegel
- Date: Nov 2016
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance
A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance The ... Pricing • Historical prices produced by Bates model 17 Historical Pricing Cap relationship between P2P ...- Authors: Pawel Konieczny
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Hedging of Equity Risks: An Overview
(+10BPS) 90% / 100% / 110% - 2.6% + 5.2% - 0.9% = 1.7% 17% / 13.2% / 9.8% -0.17% 0.057% -100.00% -90.00% ... Clients | Equity Markets and Commodities | 2017 17 Gap To understand iCPPI, we first need to ...- Authors: Sebastian Lutz
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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VA Guarantee Reinsurance Market Status
VA Guarantee Reinsurance Market Status Reinsurance has been available for VA Guarantees for over ... boundaries, in the Partially Proportional structure 17 The Role of Reinsurance Supplement existing ...- Authors: Ari Linder
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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How Do You Solve a Problem Like the Vega?
How Do You ... Premium Other Risks Premium GMxB ClaimGMxB Claim 17 Volatility Retention in Reinsurance Framework ... 20 16 12 /1 /2 01 6 3/ 1/ 20 17 6/ 1/ 20 17 9/ 1/ 20 17 12 /1 /2 01 7 3/ 1/ 20 18 6/ ...- Authors: Ari Lindner, Jay , Krupal Rachh
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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From Theory to Practice: FIA Index Crediting Hedging
From Theory to Practice: FIA Index Crediting Hedging Representing a large indexed annuity writer, the speakers ... Cash Flow Comparison: Multiple Days of Issues 17 0 0.2 0.4 0.6 0.8 1 1.2 1.4 0 1000 2000 ...- Authors: Alexander B Hookway
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities