Current Trends in ALM - Actuary.com

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Model Accuracy Satisfaction with Model Accuracy Reported Level % of Respondents Very Satisfied (5) Somewhat Satisfied (4) Satisfied (3) Somewhat Dissatisfied (2) Very Dissatisfied (1) 7% 44 42 5 2 Mean level of satisfaction = 3.49 22
Model Accuracy • Gauged by performing validations • Static validations measure accuracy of producing balance sheet items at the model start date − 95% report performing static validations • Dynamic validations measure accuracy of projecting income statement items by comparison to recent periods − 44% report performing dynamic validations 23
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 and 18: Number of Scenarios Asset/Liability
Page 19 and 20: Model Run-Time Summary of Model Run
Page 21: Model Consolidation • Definition:
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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