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Hedging Variable Annuities

Hedging Variable Annuities Using a simple example of a Put Option, this paper explores such matters as the significance of Realised Volatility risk, Underlying Volatility risk and choice of hedged formula on the effectiveness of applying a hedging …
Last updated: 13 Mar 2023
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European Parliament enacts Omnibus II – Guideline

European Parliament enacts Omnibus II – Guideline Submitted by Yvonne Lynch on Tue, 11/03/2014 - 18:03 The Actuarial Association of Europe issued the following press release today:   Brussels, 11 March 2014: Today the European Parliament enacted the …
Last updated: 30 Nov 2016
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Are we living in a Big Bond Bubble? Talk 1 in the Bubble Series

Are we living in a Big Bond Bubble? Talk 1 in the Bubble Series More and more pension investments are moving into fixed interest asset class due to desire to de-risk and regulatory pressure to match liabilities. But what value do  bonds offer at current …
Last updated: 13 Mar 2023
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Operation of Treasury Centres

Operation of Treasury Centres The meeting will provide an overview of the capital structure of a large multi-national, and the primary role and functions of the Treasury team therein, including; Capital structure management Financial risk management …
Last updated: 30 Nov 2016
Event

A Benchmark Approach to Investing, Pricing and Hedging

A Benchmark Approach to Investing, Pricing and Hedging Your attention is drawn to a Seminar on “A Benchmark Approach to Investing, Pricing and Hedging” which is being organised in Vienna on 29-30 April through the Austrian association.  Details are …
Last updated: 30 Nov 2016
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Emerging markets – a diverging outlook

Emerging markets – a diverging outlook While emerging market growth continue to advance in aggregate. recent oil movements and geopolitical events have highlighted the diverging paths of individual emerging market economies. Som Bhattacharya, emerging …
Last updated: 13 Mar 2023