Current Trends in ALM - Actuary.com

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Model Run-Time Satisfaction with Model Speed Reported Level % of Respondents Very Satisfied (5) Somewhat Satisfied (4) Satisfied (3) Somewhat Dissatisfied (2) Very Dissatisfied (1) 12% 12 41 27 8 Mean level of satisfaction = 2.92 18
Model Run-Time Summary of Model Run Time (<strong>com</strong>puter hours) New York 7 All Scenarios Mean 27 hours 83 hours Median 10 hours 27 hours 19
Page 1 and 2: Current Trends in ALM Results of th
Page 3 and 4: Benefits to Participants • Assist
Page 5 and 6: Embedded Value % of Respondents Per
Page 7 and 8: Embedded Value • Recent use among
Page 9 and 10: Testing Alternative Investment Stra
Page 11 and 12: Asset/Liability Levers Product Desi
Page 13 and 14: Types of Scenarios Used Asset/Liabi
Page 15 and 16: Types of Scenarios Used Asset/Liabi
Page 17: Number of Scenarios Asset/Liability
Page 21 and 22: Model Consolidation • Definition:
Page 23 and 24: Model Accuracy • Gauged by perfor
Page 25 and 26: C-3 Phase II • Proposal addresses
Page 27: C-3 Phase II • We advise that com

Current Trends in ALM - Actuary.com

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