Document library
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- Author:
- Bannon, J. P.; Moule, M. D.
- Source:
- Institute of Actuaries Students' Society (1987)
The Financial Services Act
Presented to the Staple Inn Actuarial Society on 3rd December 1991 THE FINANCIAL SERVICES A C T - CURRENT ISSUES by M. R. Kipling MA, FIA CONTENTS 1. Introduction 2. An FSA Glossary 3. An FSA Chronology 4. Sins of Commission 5. Product Disclosure 6. ... read more >>
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- Author:
- The Actuarial Profession
- Source:
- Exam papers and examiners' reports
Advanced Certificate in Derivatives, exam papers and reports 1999-2004
Advanced Certificate in Derivatives, exam papers and reports 1999-2004 Faculty of Actuaries Institute of Actuaries ADVANCED CERTIFICATE IN DERIVATIVES: FURTHER MATHEMATICS, PRINCIPLES AND PRACTICE Examination Paper April 1999 Time allowed: ... read more >>
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- Source:
- Momentum conference 2010
Momentum conference 2010 brochure
Celtic Manor, Newport, Wales 8 - 10 December 2010 Momentum conference 2010: for actuaries of today and tomorrow The power of engagement Momentum conference 2010 programme committee Hannah Bolton Actuarial Profession Jean Eu SCOR Global Life Emily ... read more >>
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- Author:
- Ruth Loseby
Research project on discount rates
Details of the initial call for research. Call for proposals for research project on discount rates Background The Management Board of The Actuarial Profession wishes to undertake a thought leadership cross-practice research project on discount ... read more >>
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- Author:
- D. Besar, P. Booth, K.K. Chan, A.K.L. MIlne and J. Pickles
- Source:
- Sessional Paper
Systemic risk in financial services
The recent banking crisis has reminded us of how risks materialising in one part of the financial system can have a widespread impact, affecting other financial markets and institutions and the broader economy. This paper, prepared on behalf of the ... read more >>
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- Author:
- Elliot Varnell
- Source:
- Sessional meeting paper
Economic scenario generators and Solvency II
The Solvency II directive mandates insurance firms to value their assets and liabilities using market consistent valuation. For many types of insurance business Economic Scenario Generators are the only practical way to determine the market consistent ... read more >>
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- Author:
- Global Financial Crisis Group
HM Treasury consultation on reforming financial markets
The Actuarial Profession welcomes the opportunity to comment on HM Treasury's proposals for reforming financial markets. consultation response September 2009 H M Treasury Reforming Financial Markets Faculty of Actuaries Mac l aur i n Hous e ... read more >>
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- Author:
- Ana Madrigal; Fiona Matthews; Deven Patel; Andrew Gaches; Steven Baxter
- Source:
- Sessional meeting paper
What longevity predictors should be allowed for when valuing pension scheme liabilities?
Data held within administration records of occupational pension schemes yield a rich source of information on mortality rates and the statistical predictors (covariates) of longevity. In this paper we provide, for the first time, a multivariable analysis ... read more >>
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- Source:
- Consultation response
Personal Accounts Delivery Authority: Building personal accounts: designing an investment approach. Comments from the Actuarial Profession
Detailed comments, reponses to specific questions and further information about the Actuarial Profession submitted in response to the PADA's consultation paper, Designing an investment approach. consultation response August 2009 Personal Accounts ... read more >>
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- Author:
- Paul Fulcher
Inflation IAN draft outline august 09
My comments attached - Paul Fulcher IAN (Insert No.) Inflation Hedging Information and Assistance Notes (IANs) are intended to provide helpful material on particular matters in an accessible form for all members including those who may not have any ... read more >>
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Inflation IAN draft outline August 09 - version 2
IAN (Insert No.) Inflation Hedging Information and Assistance Notes (IANs) are intended to provide helpful material on particular matters in an accessible form for all members including those who may not have any specialised knowledge in the relevant ... read more >>
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- Author:
- Shajahan Alam; Craig Gillespie; Chris Harvey; Brandon Horwitz; Alison Sandy
- Source:
- Risk and Investment Conference 2009
Lessons from the credit and liquidity crunch
This paper discusses the credit and liquidity crunch which began in mid-2007 and highlights some impacts on various sectors of the financial markets. These include banks, insurance firms, asset managers and pension funds. By analysing these impacts, ... read more >>
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- Author:
- Brandon Horwitz; Craig Gillespie
- Source:
- Risk and Investment Conference 2009
Lessons from the credit and liquidity crunch
6/19/2009 1 Lessons from the Credit & Liquidity Crunch RISK AND INVESTMENT CONFERENCE 21-23 JUNE 2009 THE GRAND, BRIGHTON "A sound banker, alas, is not one who foresees danger and avoids it, but one who, when he is ... read more >>
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- Author:
- William Diffey; Richard Shaw; Grigory Spivak
- Source:
- Risk and Investment Conference 2009
Chasing the tail. Modelling of correlations and dependencies in economic capital models
Stress and Scenario Analysis – Risk Assessment and Quantification and use in the determination of Capital Presented to the 2004 GIRO Convention, 12-15 October 2004, Killarney, Ireland Working Party Philip Archer-Lock Nigel Gillott Natasha Regan ... read more >>
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- Author:
- Patrick Rowland; James Walton
- Source:
- Risk and Investment Conference 2009
Implications of divergence between gilt and swap curves
Implications of Divergence between Gilt and Swap Curves 21-23 JUNE 2009 THE GRAND, BRIGHTON James Walton Patrick Rowland Overview Introduction Drivers of the swap spread Recent market conditions VaR analysis Implications of current ... read more >>
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- Author:
- Euan Munro and Jason Hepner
- Source:
- Open Forum: FASS Current Topics meeting. 6 April 2009
Current topics. Investments
Current Topics provides qualified actuaries and actuarial students in Scotland with a summary of the major issues affecting the profession in the last year. Faculty of Actuaries Students’ Society Current Topics – Investments March 2009 ... read more >>
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- Author:
- Owen McCrossan; Roger Sadewsky
- Source:
- Our Changing Future Open Forum: Corporate bonds - as good as they look? 2 April 2009
Corporate bonds - as good as they look? Maybe - but some are better than others
Corporate bonds - as good as they look? Maybe – but some are better than others Owen McCrossan FIA Standard Life Investments Roger Sadewsky Standard Life Investments Corporate bonds – as good as they look Actuary’s take on it Closer look at the ... read more >>
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- Author:
- Finance and Investment Practice Executive Committee
FSA Consultation Paper 08/22: Strengthening liquidity statements. Comments from the Actuarial Profession
This response has been prepared by the Finance and Investment Practice Executive Committee. Results of research conducted by the Liquidity Working Party of the Actuarial Profession is attached, entitled: How valuable is liquidity? May 2008 consultation ... read more >>
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- Author:
- Robert Walther
The Golden Age of Government Bond Analysis (1961-1986). Review
The Golden Age of Government Bond Analysis (1961-1986) Review by Robert Walther I was absolutely delighted to be asked to review this publication on two grounds; firstly, I knew all the authors well – they were all highly respected partners of ... read more >>