Liability Characteristics

  • Duration
  • Convexity
  • Optionality
  • surrender options
  • guaranteed annuity options
  • predictability and uncertainty of cashflows

Regulatory Environment

  • Matching Adjustment Eligibility
  • Risk Margin sensitivity to interest rates
  • volatility adjustment
  • transitional measures

Capital Market Assumptions

  • Expected Returns
  • Volatilities
  • Correlations
  • Forward looking stress tests

This site uses Just the Docs, a documentation theme for Jekyll.