- New York Says: CDS = Insurance
- We probably all know this by now
- Bailout Expands to Insurers - Hartford, Pru, MetLife
- US Auto Industry
- Asian Option appropriate?
- Failing in Financial Economics
- "Do Sold-Off Corporate Loans Do Worse?"
- nomenclature for nominal interest rate
- Treasury Bills Trade at Negative Rates
- Expected Defaults on Corporate Bonds
- FED Rate cut
- Credit Guarantee Pricing
- Facts I am learning from Actuarial Study notes
- Economic Scenario Generator
- ARCH paper on Scenario Selection Methods
- Wall Street on the Tundra
- Realized vs Recognized
- Anyone know about SSAP 98?
- Bodie on Equities and Retirement Planning
- TARP becoming a TARPit?
- NAIC and rating agencies
- Optimization Question Help!
- What's the difference between zero curve and LIBOR curve?
- ALM Function
- Treasury rate watch
- Cash flow matching
- JPM white paper on non-normal asset allocation
- generate interest rate scenario
- The Fed Balance Sheet
- variable annuity GMWB hedge
- LIBOR or LIBOR rate?
- Recession watch: unemployment stats
- Identifying formula
- The end of cash?
- ALM LDI books
- Starting up on ALM for pension funds
- U.S. Savings Rate at Highest Point in 15 Years
- Florida aided Allen Stanford
- Immediate Income Variable Annuities
- Pension funds and population aging
- High-Frequency Stock Traders make Big Bucks
- Credit Loss Rates
- Duration SOS
- What is a P&C company allowed to invest in?
- Durtion & Convexity
- Options for a living
- About ALM
- Federal financial regulation
- MFE and Investing
- Replicating Portfolios
- Black Monday.
- Investment Portfolio Analysis
- Multiplicative Spreads for Reivestment Assets
- FDIC to ask for premium prepayment?
- IMF opines on UK's finances
- Yield Enhancement?
- Non-surprise: trouble in the Cayman Islands
- Annuities From the Customer Side
- Economics Nobel Prize 2009
- Harvard bet the milk money - Derivatives follies of the past couple years
- SEC activity - busts
- Cleveland Fed Inflation Model Finds Favorable Results
- FAS 157 Fair Value for Active vs Passive fees
- Portfolio Analysis
- Soros lecture
- Joint Stochastic Simulation of Stock Prices and Interest Rates
- "Fund of funds" cancer?
- Periodic table of financial bloggers
- Fannie Mae and Freddie Mac
- Vomit?
- NAIC hires PIMCO to help rate RMBS
- Brad DeLong: 5% Chance of Another Depression
- Manulife - Excess Capital?
- Falling interest rates and annuities....
- FDIC in red
- Where to find Corporate Bonds?
- V or U?
- R/Finance conferences
- AIG transparency
- Immunization
- AIG sub ALICO wrote CDS's
- this got to b wrong!
- International Gift Tax
- SIAM Journal on Financial Mathematics is now available
- book recommendation
- Markopolos lays the smack down on the SEC
- Challenge: Madoff loss formula
- Survey: Fraud as a Factor in the Financial Crisis
- "Inflation" commentary in Contingencies magazine
- Not again!?
- Repo 105
- "Real World" vs. "Risk Neutral" Scenarios
- Help from a young actuarial intern in China
- The Actuary article on home mortgage market crash
- Derivatives question
- Wells Notice for Moody's
- Insurance Company Assets
- Need help to understand NAAJ article on VA hedging
- Sovereign debt watch
- Solvency 2 materials?
- Understand the British Fellowship program?
- Finance Class for ERM Advice
- Muni watch
- Cash Swaption Duration and convexity
- Selling my house at a loss
- NAIC trying to figure out what to do with liquidity risk
- Finance cost (IFRS) definition
- Calculating effective duration
- Chicago Fed paper on deficits and inflation
- Illinois debt watch
- Letter of Credit Question
- Why Captive Insurance Company?
- RIP, equity premium?
- General Model for Short-Term Investing/Gambling
- what's the difference b/w DAC and VOBA
- Alternative solutions to LOC
- CFA Job Market for Fresh College (non-actuarial) graduate
- Series 7 / 63
- Illinois debt watch
- CPI index modeling
- Michael Lewis on Greece
- One large trader led to May 6 stock market plunge
- Equity Duration Question
- Hedging long durations
- The Discounting Thread
- Modeling rainbow options
- European volatility indices?
- do stocks yield higher return?
- About financial modeling
- Moody's Corporate Average Yields
- In investing, it's when you start and when you finish, even over 20+ years
- An NNT article even MPC can love
- SEC can't produce its own financials
- Fed: We Know Financial Activities When We See Them
- Exchange Rate Question
- GPU-accelerated Excel
- Freddie Mac Executive Receives Wells Notice
- Issuer Quality and Corporate Bond Returns
- How to calculate break costs for a fixed term home loan?
- Correlation between equity and bond
- Payment schedule of US Treasuries?
- Duration Gap and Equity
- Replacement for CPI
- Question for the economic buffs
- ECB in real trouble?
- Question about pricing an inflation derivitive
- FSA Investments
- Monthly correlation vs Annual correlation?
- There's no such thing as the risk-free rate
- Risk Neutral vs. Real World ESG
- Fed lends $16 trillion during crisis
- How to take into account probabilities in an ALM model ?
- Bloomberg: Bill Gross Proves Larry Summers Wrong
- Zero percent interest forever? What are you doing?
- Distributions useful for modeling growth
- Financial Economics Doubter
- Rogue trader causes $2 billion loss at UBS
- Duration Mismatch
- Negative book yield for bonds and MBS
- Low-yield environment and C3PI
- limabeanactuary quoted in article about interest rates
- Question about relationship between Assets/Liabilities and Equity (SemiPhilosophical)
- Interest rate Swaps with different settlement dates
- looking for investment job
- Eurozone watch
- U.S. Sovereign Rating Watch
- Liquidity Swap
- Calculating the value of a liability interest rate floor
- Price Today of a 1-year Put purchased 5-years from now?
- Data on insurers Derivatives portfolio
- Bad models
- risk-adjusted discount rate
- Risk Reversals
- Treasuries' form of payment?
- 2012 Investment Symposium
- Risk Premium
- Moody's Seasoned Corporate Average Yield
- Risk neutral and arbitrage free
- Option Pricing and Actuarial Appraisal Methodologies
- Estimating Effective Duration of Inforce SPDA Liabilities
- Making Interest Assumptions
- New business value
- Calibration of Hull-White Model
- Mutual Funds: Pricing and Profit Measures
- JP Morgan: VaR Model Masked $2bn Loss
- how would you do this?
- Performance measurement
- Here's an opportunity to generate a massive, safe income stream.
- Why do banks issue bonds?
- Interest rate and Inflation rate assumptions
- Option Price & Volatility
- Numerical Example of Variable Annuity Hedging?
- Asset Allocation and RBC
- Real World IR model: Parameter Calibration
- 10 yr T-notes
- Pertrac hedge fund infographic
- Which positions specifically require an actuary with a finance/investment track?
- Base of Knowledge for Investment Consulting Analyst
- Google has bad day, so trading is halted
- Portfolio Duration
- WSJ vs. FT
- Rescued by a Bailout, A.I.G. May Sue Its Savior
- Investment Banking on the Brink
- Cost of Capital
- NCIS LA chief to head SEC
- CDO's for Dummies... from the movie "Inside Job"
- frequency of short sales?
- A question on Forward Rate Agreements
- Balloon mortgage - interest only period
- Complex Securities Valuation