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Areas of interest
 
ALM Seminars

Asset Liability Management in Financial Institutions
Liquidity Management & Contingency Funding Plan
Financial Institutions Analysis - CAMELS Approach
Asset Liability Management for Insurance Companies
 




Asset Liability Management for Insurance Companies

Topics:

  • Scope of ALM

  • Overview of ALM in Insurance Companies

  • A 9 part Framework of ALM

  • Strategies for ALM

  • Overview of Life and Property and Casualty Industry

  • Annuities

  • Actuarial Principles

  • Reinsurance

  • Insurance- linked Securitization

  • Yield Curve Analysis

  • Interest Rate Gap I

  • Interest Rate Gap II

  • Simulation and Scenario Analysis –I

  • Simulation and Scenario Analysis –II

  • Duration I

  • Duration II

  • Duration III

  • Convexity

  • Basis Point Value

  • Value at Risk – I

  • Value at Risk – II

  • Application of Analytical Techniques

  • AL Organization

  • ALCO Meetings

  • ALM Policies and Procedures

  • Audit of ALM

  • Regulations in Insurance Industry

  • Software Applications

  • Case Study – Confederation Life Insurance

Online interactive Job Aids:

  • Measurement Tools

  • Disclosures

  • Regulations

  • Global Best Practices

  • Policy Templates

  • Crossword

Online Calculators:

  • Confidence Level for a given Standard Deviation

  • Standard Deviation for a given Confidence Level

  • Duration

  • Duration of a Portfolio

  • Duration using Zero Coupon Yield Curve

  • Duration of Amortizing Assets

  • Duration of uneven cash flows

  • Duration of Equity

  • Convexity

  • Convexity of uneven cash flow

  • BPV of a Bond

  • BPV of a Forward Rate Agreement (FRA)

  • BPV of a Portfolio

  • BPV of a Coupon Paying Bond

  • Value at Risk - Variance Covariance Method

  • Value at Risk for Different Weights

  • Gap Income Impact

  • Forward Rate Calculator

  • Zero Coupon Yield Calculator

  • VaR for required period and confidence level

If you wish to buy the online version of this seminar, with complete access for 12 months for $400, please add it to

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If you wish to learn more about instructor-led or web cast versions of this seminar, or how we can build the online version into your intra-net, please contact our
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Capital Affairs Inc.
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