Current Trends in ALM - Actuary.com
Current Trends in ALM - Actuary.com
Current Trends in ALM - Actuary.com
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Test<strong>in</strong>g Alternative Investment Strategies<br />
% of Respondents Perform<strong>in</strong>g<br />
Asset/Liability Management<br />
− Test<strong>in</strong>g Surplus Adequacy<br />
− Test<strong>in</strong>g Reserve Adequacy<br />
− Duration/Convexity Calculations<br />
− Test<strong>in</strong>g Alternative Investment Strategies<br />
Plann<strong>in</strong>g<br />
− Capital/Dividends<br />
− GAAP Earn<strong>in</strong>gs<br />
Embedded Value<br />
GAAP (FAS97 source of profit)<br />
Risk Management<br />
C-3 Scenario Test<strong>in</strong>g<br />
36%<br />
90<br />
64<br />
51<br />
34<br />
39<br />
30<br />
41<br />
25<br />
46<br />
8
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