Whitepapers

Long-term Capital Market Assumptions (CMAs) are a very important ingredient of any investment decision-making framework. However, what sometimes seems to be forgotten, is that these long-term CMAs are also very uncertain.

Calibrating Economic Scenario Generators to realistic correlation structures can be difficult and time-consuming, especially as the dimensions of the models increase.

This paper is relevant for senior actuaries, finance, risk and operations people managing unit-linked business seeking to implement Solvency II unit matching at life assurance companies.

Fund of Funds are growing in popularity as part of the worldwide default structure of many collective vehicles for long term savings.

In this paper, our experts discuss some of the issues related to the LRC and LIC measurement under IFRS 17 for P&C insurers, including the following topics:

The Actuary conducted a survey sponsored by Moody’s Analytics in the summer of 2020.

In times of high market volatility, insurers want more frequent visibility into their solvency position to help mitigate any potential risks.

How often do milking cows die and from what causes?

There are significant challenges facing actuaries and accountants tasked with selecting and implementing the discount curve methodology for their organization. In this three-part guide, topics we explore:

International Financial Reporting Standard (IFRS) 17 introduces the concept of a risk adjustment for non-financial risk.