Description: Risk and Rewards February 2014 Issue 63 Information Discovery and Knowledge Management: How Ebsco Can Help You Build Your Own Information Pyramid

Description: February 2011 issue of the Investment Section newsletter, Risks & Rewards.

Description: Describes qualitative relationships among market factors that should be addressed in a successful "real world" calibration of a stochastic investment scenario set.

Description: Chairperson’s column discusses recent events in the investment industry.

Description: The Investment Section will be sponsoring several sessions at the upcoming 2013 Life & Annuity Symposium in Toronto from May 6-7.

Description: In this article the author notes that investment strategy development is fundamentally a communications exercise between the investment and actuarial functions. The article explores four questions with respect to investment strategy: 1 how to make money 2 how to avoid earnings fluctuations 3 how to avoid catastrophic loss and 4 how to choose a new investment idea.

Description: The Risk Management Task Force polled the Risks & Rewards readers and asked the following questions related to Monte Carlo models: 1 How many scenarios do you run? 2 How did you determine the number? and 3 What confidence interval does your result have? The results are summarized in this article.

Description: This 2001 article discusses the requirement to assess hedge effectiveness in the Financial Accounting Standards Board’s new statement on derivatives accounting, FAS 133, Accounting for Derivative Instruments and Hedging Activities, as critical for qualifying for “special” hedge accounting. The article provides analysis of different approaches and the potential difficulties encountered. This article is reprinted with permission from Derivatives Week.

Description: This articles offers an approach for accounting for executive stock options.

Description: Feature article discussing numerical short cuts, rules of thumb, estimators, modeling tips, etc. The featured problem is fitting the intermediate points for a real-world stochastic model of interest rates.