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The Use of Transfer Pricing in Asset Liability Management
The Use of Transfer Pricing in Asset Liability Management There are many factors involved with managing the financial condition of an insurance company and the factors usually fall into on of ...- Authors: Nancy Bennett, Michael Murphy
- Date: Aug 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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The Growing Demand for More Robust Economic Scenario Generators
The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable features in an economic scenario generator. Discusses basics of model structure and validation process ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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Investment Year Method: A Method to align renewal credited rates with investment strategy
Investment Year Method: A Method to align renewal credited rates with investment strategy Summary of research project designed to document method to credit interest rates to account value based ...- Authors: Max Rudolph
- Date: Apr 2020
- Competency: Results-Oriented Solutions
- Publication Name: Risks & Rewards
- Topics: Annuities; Annuities>Investment strategy - Annuities; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Annuities>Deferred annuities
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Portfolio Yield? Sure But ...
Portfolio Yield? Sure But ... The author discusses how the use of a weighted average dollar duration book yield, WADD, rather than the more traditional book yield determined by book value or ...- Authors: Thomas Grondin
- Date: Mar 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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Why are Corporate Pension Plans Reducing Risk Now?
Why are Corporate Pension Plans Reducing Risk Now? This articles explains why many corporations are making massive reductions in risk related to their pension plans despite the fact that this ...- Authors: R Inglis
- Date: Mar 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
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Fixed Income Investment Strategies in Anticipation of QE Tapering
Fixed Income Investment Strategies in Anticipation of QE Tapering The impact of Fed’s QE program on the financial markets has been enormous and profound. The tapering and the eventual removal of ...- Authors: Larry Zhao
- Date: Feb 2014
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Earnings Focused Asset-Liability Management
Earnings Focused Asset-Liability Management There are two main techniques for evaluating the financial impact of interest rate movements on insurance companies: duration measures and computer ...- Authors: Barry Freedman
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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On the Importance of Hedging Dynamic Lapses in Variable Annuities
On the Importance of Hedging Dynamic Lapses in Variable Annuities Decomposes guaranteed minimum maturity benefit option into a basket of components, and values each component with both a ...- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management
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The Changing Landscape of the U.S. Corporate Bond Market
The Changing Landscape of the U.S. Corporate Bond Market U.S. bond markets have undergone dramatic changes due to the 2008 Global Financial Crisis (GFC) and the COVID-19 pandemic. In taking a ...- Authors: Dennis Woessner
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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2017 SOA Annual Meeting - Session 58 - Validation of Assets
2017 SOA Annual Meeting - Session 58 - Validation of Assets The article summarizes a session on asset validation; the featured speakers were an investment manager, a company investment actuary, ...- Authors: Scott Houghton
- Date: Feb 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management