Part III

ePAPER READ

DOWNLOAD ePAPER

actuaries.org.hk

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

START NOW

Agenda

1. Overview of Capital Market Conditions

2. Analysis of Hedging Program Performances

3. Illustrative Hedging Effectiveness Example

4. Conclusion and Discussion

Cover Letter - Actuarial Society of Hong Kong

Volume 2/2011 - Actuarial Society of Hong Kong

Dread Disease Insurance Experience in Asia - Actuarial Society of ...

A Career as an Actuary (English) - Actuarial Society of Hong Kong

Valuation Interest Rate in Low Interest Rate Environment - Actuarial ...

JRS Brochure - Actuarial Society of Hong Kong

Source of Earnings - Actuarial Society of Hong Kong

Illustrations and Policyholders' Reasonable Expectations - Actuarial ...

Brochure - Actuarial Society of Hong Kong

Participant List(at time of printing) - Actuarial Society of Hong Kong

Embedded Values Workshop by Ms. Ophelia Au Young

Hong Kong Assured Lives Mortality and Critical Illness - Actuarial ...

Agenda 1. Overview of Capital Market Conditions 2. Analysis of Hedging Program Performances 3. Illustrative Hedging Effectiveness Example 4. Conclusion and Discussion 2

3 Overview of Capital Market Conditions

Page 1: Hedging Programs in a Turbulent Mar
Page 5 and 6: Volatility is the Key 15 separate
Page 7 and 8: 7 Analysis of Hedging Program Perfo
Page 9 and 10: Profile of Survey Participants 16
Page 11 and 12: Hedge Strategies Almost all use a
Page 13 and 14: Hedge Performance Reasons for posi
Page 15 and 16: Illustrative Hedging Effectiveness
Page 17 and 18: Delta Only Hedging $15,000,000 Hedg
Page 19 and 20: 3/7/08 Delta/Vega/Rho Strategy $15,
Page 21 and 22: Selection of a Hedging Strategy Mo

Part III

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?