Interest Rate Risk

Content type Date Sort descending Title Tags
ERM Resource Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties
Catastrophe RiskConcentration RiskEconomic / Risk Based CapitalInterest Rate RiskPremium RiskRegulationReserving Risk
ERM Resource Risk metrics for decision-making and ORSA Catastrophe RiskEconomic / Risk Based CapitalInterest Rate RiskReserving RiskRisk Management Tools and Techniques
ERM Resource ERM Stochastic Analysis Tools - Risk Drivers Revealed Economic / Risk Based CapitalInterest Rate RiskRisk Management Tools and Techniques
ERM Resource Executive Handbook for UL Guarantees GMxBInterest Rate RiskRisk Identification and ClassificationRisk Management Tools and TechniquesVAvariable annuity
ERM Resource Variable Annuities Basis RiskInterest Rate RiskLapse RiskLongevity RiskNo categoryVariable Annuities; Dynamic Hedging; Static Hedging; Pensions; Drawdown; Guaranteed; Death; Accumulation; Income; Withdrawal; Living; Benefits; GMxB; GMAB; GMDB; GMIB; GMWB; GMLB
ERM Resource Fair Valuation of Life Insurance Liabilities:Integrating Demographic and Market Risk Default RiskDemographic RiskFair valueInterest Rate RiskLife Insurance LiabilitiesLongevity RiskMortality RiskRisk Management Tools and Techniques
ERM Resource Efficient methods for valuing interest rate derivatives Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques
ERM Resource Pricing and Hedging Guaranteed Annuity Options via
Static Option Replication
Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques
ERM Resource Interest rate risk factors in the Australian bond market Case StudiesInterest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques
ERM Resource Pricing rate of return guarantees in a heath Jarrow Morton framework Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques
ERM Resource Interest Rate Risk Modelling Interest Rate RiskInterest Rates/DerivativesRisk Management Tools and Techniques
ERM Resource Modelling extreme market events ExtremeExtreme Event RiskInterest Rate Riskmarket eventsRisk Management Tools and Techniques
ERM Resource Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates Demographic RiskInterest Rate RiskRisk Management Tools and Techniques
ERM Resource The Volatility of Low Rates history of interest rate volatilityInterest Rate RiskJapanese rateslog-normalNo categorynormalSwiss ratesValue-At-Risk Back-tests
ERM Resource Risk Optimisation: Finding the Signal in the Noise Case studyequity riskInterest Rate RiskMonte Carlo SimulationsOptimisationRisk Optimization