CIA.Duration

Discussion List

• App C Sh1 - LRC(onerous)

  100 views 9 comments 0 points Most recent by Staff-T1 September 26
• duration is 0

  17 views 1 comment 0 points Most recent by Staff-T1 September 26
• duration excel B sh1 - LIC

  138 views 6 comments 0 points Most recent by Staff-T1 September 15
• LRC( onerous) in excel file

  119 views 5 comments 0 points Most recent by Staff-T1 September 13
• Appendix C SH1 -LRC (Non - Onerous)

  16 views 1 comment 0 points Most recent by Staff-T1 September 3
• appendices of CIA Duration

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

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

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

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

  41 views 1 comment 0 points Most recent by Staff-TS February 14
• sample-4

  28 views 1 comment 0 points Most recent by Staff-T1 February 1
• Appendix B sh1 - LIC

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

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

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

  39 views 1 comment 0 points Most recent by Staff-T1 October 2024
• Duration = 0 for LRC

  39 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
• Modified Duration

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

  98 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

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

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

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

  60 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

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