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What Are Derivatives? How to Make Money with Them and Why Governments Care
What Are Derivatives? How to Make Money with Them and Why Governments Care 1994 SOA Spring Meeting, Orlando. ... How to Make Money with Them and Why Governments Care 1994 SOA Spring Meeting, Orlando. In this ...- Authors: R Stephen Radcliffe, Charles R Taylor
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Session 45: Dynamic Hedging - Fair Valuation for FAS 133
are FAS 133 because they are net-settled. GMIB direct liabilities are not, because they're not net-settled ... main reasons why that is so. The first and primary reason, which Martin already alluded to, is that ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Use of Derivatives by the Insurance Industry
studies, suggested that derivatives activity was the primary domain of life/health insurers and not P & C companies ... (OTC) market. The life/health insurers are the primary participants in this market, although property ...- Authors: Larry M Gorski, Warren Luckner, David J Cummins, Lucien Burnett, Richard D Phillips, Thomas A McAvity
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Monitoring, Managing, and Controlling Derivative Instruments
and permutations thereof. This category is the primary focus of our comments today. Unlike the other types ... hedges. Asset hedges are those where there's a direct linkage between one or more derivative instruments ...- Authors: Randall Boushek, David A Hall, Douglas A George
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Concurrent Session 4B: Using Factor Investing in Strategic Asset Allocation
80% of the variability across asset classes. Primary drivers of returns across asset classes and broad ... points to consider: Options 1 & 2 offer the most direct diversification benefit by explicitly increasing ...- Authors: Society of Actuaries, Ward Bortz, Peter H Sun
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Foreign Currency Swaps
Chart 8 shows the growth in currency swap-driven primary debt issuance since 1981. In the last three years ... of the most important uses are in facilitating primary capital markets issuance, assisting in liability ...- Authors: Randall Boushek, Patti Owens, Joseph C Lau, Michael B Murdoch
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Financial Economics: The Option You Can't Refuse
achieve equity returns without having to take a direct equity position. Options on such futures allow ... transaction? From GM’s point of view, it doesn’t really care whether you sold that bond to me or someone else ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Weird Science: Dissection of Derivatives
that represents people using derivatives to take care of that problem. Twenty-four percent use derivatives ... there is some transfer back and forth. But for a direct writer's purposes, it's a one-way market. There's ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Options And Futures - A Teaching Session
future contract, and which, therefore, is the primary moving force on the pricing of the contract. ... you would be able to take the gains or losses as direct tax offsets against your interest expense. However ...- Authors: David P Jacob, Arthur L Rebell, Richard L Sega, Alan W Sibigtroth, James A Tilley
- Date: Apr 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Introduction to Credit Derivatives
like that. One thing to keep in mind is that no direct loss for a protection buyer of a credit derivative ... rating agencies and other institutions. Banks don't care. Banks don't buy 20-year corporate bonds. They're ...- Authors: Michael J Hambro, Gregory Henke, Craig Fowler, Kevin Reimer
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Public Policy