Document library
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- Author:
- M A H Dempster; M Germano; E A Medova; M Villaverde
- Source:
- British Actuarial Journal [BAJ] (2003) 9: 137-216
Global asset liability management
GLOBAL ASSET LIABILITY MANAGEMENT By M. A. H. Dempster, M. Germano, E. A. Medova and M. Villaverde [Presented to the Institute of Actuaries, 25 November 2002] abstract Dynamic financial analysis (DFA) is a technique which ... read more >>
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- Author:
- G Heywood; J R Marsland; G M Morrison
- Source:
- British Actuarial Journal [BAJ] (2003) 9: 1061-1140
Practical risk management for equity portfolio managers
PRACTICAL RISK MANAGEMENT FOR EQUITY PORTFOLIO MANAGERS By G. C. Heywood, J. R. Marsland, and G. M. Morrison [Presented to the Institute of Actuaries, 28 April 2003] abstract The paper highlights the role of risk ... read more >>
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- Author:
- Martyn Dorey
- Source:
- Younger Members' Convention 2002
Risk budgeting (slides)
Investment management Investment Consulting Risk Budgeting Martyn Dorey 2nd December 2002 Aon Consulting Limited is regulated by the Financial Services Authority for investment business Risk Budgeting (RB) Agenda • What is risk budgeting? • Why do it? ... read more >>
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- Author:
- Mark Roberts
- Source:
- Younger Members' Convention 2002
An insider's guide to exchange traded funds (ETFs) (slides)
Investment management 1 By Mark Roberts, Head of iShares Product Strategy BARCLAYS GLOBAL INVESTORS Insider’s Guide to Exchange Traded Funds (ETFs) Younger Members Convention � What are Exchange Traded Funds (ETFs) � History of ETFs and iShares � ... read more >>
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- Author:
- Mark Teeger
- Source:
- Younger Members' Convention 2002
Stochastic asset models: a random walk into credit (slides)
Asset allocation; Stochastic models The Younger Members Convention 2-3 December 2002 The De Vere Daresbury Park Hotel, Warrington, Cheshire Stochastic Modelling: A Random Walk Into Credit Credit and Alternative Assets Mark Teeger, Morgan Stanley ... read more >>
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- Author:
- Martyn Dorey
- Source:
- Younger Members' Convention 2002
Risk budgeting
Investment management Investment Consulting Risk Budgeting Martyn Dorey 2nd December 2002 Aon Consulting Limited is regulated by the Financial Services Authority for investment business Risk Budgeting (RB) Agenda What is risk budgeting? Why do it? What is ... read more >>
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- Author:
- Mark Roberts
- Source:
- Younger Members' Convention 2002
An insider's guide to exchange traded funds (ETFs)
Investment management Insider’s Guide to Exchange Traded Funds (ETFs) Younger Members Convention By Mark Roberts, Head of iShares Product Strategy BARCLAYS GLOBAL INVESTORS What are Exchange Traded Funds (ETFs) History of ETFs and iShares Global ETF ... read more >>
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- Author:
- Nicola Paul
- Source:
- Younger Members' Convention 2002
Pensions on the front page (FRS17) (slides)
Accounting and auditing PENSIONS ON THE FRONT PAGE Nicola Paul Aon Consulting INTRODUCTION Is FRS17 the final nail in the coffin for Final Salary Pension Schemes? Publicity Member appreciation OVERVIEW Why FRS17 was introduced Method and ... read more >>
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- Author:
- Nicola Paul
- Source:
- Younger Members' Convention 2002
Pensions on the front page (FRS17) (handout)
Accounting and auditing PENSIONS ON THE FRONT PAGE Nicola Paul Aon Consulting INTRODUCTION • Is FRS17 the final nail in the coffin for Final Salary Pension Schemes? – Publicity – Member appreciation OVERVIEW • Why FRS17 was introduced • Method and ... read more >>