CIA.Duration

Discussion List

• duration excel B sh1 - LIC

  106 views 5 comments 0 points Most recent by Staff-T1 September 5
• Appendix C SH1 -LRC (Non - Onerous)

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• appendices of CIA Duration

  194 views 9 comments 0 points Most recent by Staff-T1 August 4
• Effective vs Modified Duration

  22 views 3 comments 0 points Most recent by Staff-T1 April 8
• IR shock for calculation of effective duration

  20 views 1 comment 0 points Most recent by Staff-T1 March 25
• update

  38 views 2 comments 0 points Most recent by graham February 26
• Appendix B Sh1 - LIC step 2

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• sample-4

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• Appendix B sh1 - LIC

  48 views 1 comment 0 points Most recent by Staff-T1 October 2024
• Sample-18

  96 views 13 comments 0 points Most recent by Staff-T1 October 2024
• About CSM and FCFs

  36 views 1 comment 0 points Most recent by Staff-T1 October 2024
• things to consider in calculating duration for liabiliteis (4)

  34 views 1 comment 0 points Most recent by Staff-T1 October 2024
• App C Sh1 - LRC(onerous)

  87 views 7 comments 0 points Most recent by Staff-T1 October 2024
• Duration = 0 for LRC

  35 views 2 comments 0 points Most recent by Staff-T1 September 2024
• Financing Component

  18 views 1 comment 0 points Most recent by Staff-T1 August 2024
• LRC( onerous) in excel file

  103 views 3 comments 0 points Most recent by Staff-T1 August 2024
• Modified Duration

  115 views 7 comments 0 points Most recent by Staff-T1 April 2024
• excel file

  97 views 1 comment 0 points Most recent by Staff-T1 April 2024
• Excel Exhibit (App C Sh 1)

  179 views 9 comments 0 points Most recent by Staff-T1 March 2024
• Excel Exhibit

  134 views 3 comments 0 points Most recent by Staff-T1 March 2024
• Appendix

  114 views 5 comments 0 points Most recent by graham January 2024
• A.2-3: Claim Liability Duration

  58 views 1 comment 0 points Most recent by Staff-T1 September 2023
• Adjustments to Premium Liabilities

  59 views 2 comments 0 points Most recent by ChristoRoyer March 2023
• Average Duration used for CapReq Interest Rate Risk

  40 views 1 comment 0 points Most recent by Staff-T1 May 2022
• Fall 2016

  38 views 2 comments 0 points Most recent by Azadar123 April 2022
• Adjustment for Future Accident Date and MfAD(inv) - 2018 Spring Q14

  64 views 2 comments 0 points Most recent by im6Candiknowit April 2019
• Modified Duration - Calculation Example

  127 views 1 comment 0 points Most recent by graham September 2018