'Basis risk' presentation slideshows

Hedging catastrophe risks using index-based instruments CAS reinsurance seminar New York

Hedging catastrophe risks using index-based instruments CAS reinsurance seminar New York Feb. 28, 2002 Lixin Zeng, Ph.D. Willis Re. Outline Introduction / background Defining basis risk Calculating basis risk Optimal hedging strategies. Index-based risk management instrument

768 views • 65 slides

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??????????. Credit Risk Management in Banking: A Modern Perspective. ???. Chapter 2 ??????????????????. ?? Summary. Why risk mgt? Hedging, selling or retaining ? Process of credit management: taking Sumitomo Mitsui Banking Corporation (SMBC) as example. ?? Why risk Mgt.?.

675 views • 50 slides

Agenda

Variable Annuity Industry Challenges and Opportunities Canadian Institute of Actuaries - 2009 General Meeting PD-7 Hedging VA/Seg Fund Products November 19, 2009 Financial Risk Management Milliman, Inc. Agenda. Valuation Methodology Risk Management Strategies Impact of Financial Crisis

699 views • 43 slides

CHAPTER 17

CHAPTER 17. Futures Markets and Risk Management. 17.1 THE FUTURES CONTRACT. Futures and Forwards. Forward - an agreement calling for a future delivery of an asset at an agreed-upon price Futures - similar to forward but feature formalized and standardized characteristics

513 views • 34 slides

Index Insurance and Climate Risk Management In Malawi:

446 views • 31 slides

Developments in Freight Derivatives and Shipping Risk Management

Nikos Nomikos Cass Business School. Developments in Freight Derivatives and Shipping Risk Management. Current Developments in Shipping Markets. Freight as a new commodity High volatility in the shipping markets Sharp fluctuations and sudden changes in the market

1.07k views • 29 slides

Managing Catastrophic Risk: Developments in Capital Market Alternatives to Reinsurance

Managing Catastrophic Risk: Developments in Capital Market Alternatives to Reinsurance. Sylvie Bouriaux, Ph.D. Richard MacMinn , Ph.D. College of Business Illinois State University Presentation for the Third Annual Illinois State University Actuarial Research Event April 19 th , 2007.

497 views • 28 slides

CHAPTER TWENTY

CHAPTER TWENTY. FUTURES. FUTURES CONTRACTS. WHAT ARE FUTURES? Definition: an agreement between two investors under which the seller promises to deliver a specific asset on a specific future date to the buyer for a predetermined price to be paid on the delivery date. FUTURES CONTRACTS.

479 views • 25 slides

Currency and Interest Rate Swaps

Currency and Interest Rate Swaps. 10 Chapter Ten. Chapter Objective: This chapter discusses currency and interest rate swaps, which are relatively new instruments for hedging long-term interest rate risk and foreign exchange risk. Chapter Outline: Types of Swaps Size of the Swap Market

2.59k views • 22 slides

Index-Based Livestock Insurance: The why, how, and positive impacts of an imperfect product

Index-Based Livestock Insurance: The why, how, and positive impacts of an imperfect product. Christopher B. Barrett, Cornell University CEAR/Huebner Conference 6th Annual Summer Risk Institute Georgia State University, Atlanta July 26, 2019.

533 views • 22 slides

Week 9: Lessons of Risk Management

323 views • 21 slides

473 views • 18 slides

Financial Innovation in a Distressed Economy

Financial Innovation in a Distressed Economy. John W. Labuszewski April 2009. Disclaimer.

333 views • 17 slides

249 views • 15 slides

U.S. Insurance Market within a Global Marketplace

U.S. Insurance Market within a Global Marketplace. CAS Annual Meeting, San Francisco November 13, 2006. Todd R. Bault, FCAS Senior Analyst Non-Life Insurance. Agenda. Market update: When will the skeptics be right? Pricing down, but what else is new? Look at reserves, not pricing

285 views • 14 slides

Chapter

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Parametric Risk Management Products for Weather and Natural Catastrophe Risks

Parametric Risk Management Products for Weather and Natural Catastrophe Risks. 35th Conference and General Assembly of AIO Algiers, May 26 th 2008. Partner Re: Highlights. International Multi-Line Reinsurer Property, Casualty, Catastrophe, Life, ART and Specialty Strong Balance Sheet

232 views • 11 slides

224 views • 11 slides

Technology adoption in rural Ghana under different index insurance schemes

Technology adoption in rural Ghana under different index insurance schemes. Twente, 13 April 2012 Jan Jozwik Oxford University. Context. Yield-improving technologies can solve rural poverty traps Low adoption of new technologies in LDCs (often around 40%) Potential reasons:

220 views • 11 slides

Different source of basis risk: Model (index and payout function)

103 views • 1 slides