Current Trends in ALM - Actuary.com
Current Trends in ALM - Actuary.com
Current Trends in ALM - Actuary.com
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2002 Till<strong>in</strong>ghast Cash Flow Test<strong>in</strong>g Survey<br />
• Survey sent to 84 <strong>com</strong>panies <strong>in</strong> December 2001<br />
• 73% response rate<br />
• Purposes:<br />
− Determ<strong>in</strong>e the extent to which <strong>com</strong>panies are<br />
utiliz<strong>in</strong>g their CFT models<br />
− Determ<strong>in</strong>e number and types of scenarios be<strong>in</strong>g<br />
used <strong>in</strong> test<strong>in</strong>g<br />
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