Description: This session 13TS of the Dallas Spring Meeting provides a basic background on derivatives and discusses how derivatives can be used in insurance and pension investment portfolios, how they are valued, and how they can impact the long-term financial situation of a portfolio.From the Record of the Society of Actuaries, Volume 27, No. 1, Session 13TS

Description: This session from the 2003 SOA Orlando Meeting provides an overview of how insurers, pension plans and other institutional investors measure and report manager performance, the benchmarks used and capital at risk CAR. From the Record of the Society of Actuaries, Volume 29, No. 3.

Description: This session from the 1995 SOA Boston Meeting examines the use of derivatives to help optimize the inurance company portfolios and using pension theory in developing optimized portfolios in an insurance company environment. From the Record of the Society of Actuaries, Vol. 21, No.4b.

Description: This panel discussed studies of the risk of loss due to changes in the interest rate environment. It addressed why the C-3 risk is important and how inflation and stability in interest rates can affect the financial soundness of life insurance companies. There was also a discussion of the theoretical work being carried out to calibrate the C-3 risk of variation in interest rates and to what extent the valuation actuary can properly recognize the risk of loss from changes in the interest rate environment within the framework of valuations laws and regulations.

Description: This session from the 1995 SOA New York Meeting addresses asset prepayments including emerging prepayment experience in the mortgage-backed - CMO security arena, special modeling considerations when addressing prepayments and the NAIC's FLUX model and the scenario and assumption specifications of that model. From the Record of the Society of Actuaries, Vol. 21, No. 2.

Description: This presentation at the SOA 1990 Annual Meeting offers financial market perspectives on volatility, responses to volatility, new financial products, risk and performance.

Description: This session covers the differences between quantitative models and traditional techniques for measuring credit exposure pricing models versus portfolio risk management models and an introduction to some commercially available models, such as J. P. Morgan’s Credit Metrics and Moody’s/KMV Portfolio Manager. From the Record of the Society of Actuaries, Volume 29, No. 1, Washington, D.C. Spring Meeting, May 29–30, 2003, Session 19PD.

Description: This teaching session presented at the April 1976 meeting in Washington D.C. provides a brief outline and a bibliography related to Portfolio Theory and Investment Policy.

Description: Panelists discuss: [1] how they determine appropriate issuer and concentration limits in a below-investment-grade portfolio, [2] the best techniques for monitoring and managing exposures as they improve or deteriorate, and [3] opportunities for managing credit risk through synthetic structures and derivatives. From the 2002 Record of Society of Actuaries, Volume 28, No. 3. Session 55PD of the Boston Annual Meeting.

Description: This session from the 1984 SOA New York City Meeting discusses the organizational and practical implications of segregating the General Account including how to allocate existing assets by product line, organizational changes required, regulatory implications and accounting and systems consideratons. Record of the Society of Actuaries Vol. 10, No. 3