PBR Bootcamp: Hedge Modeling

Sept. 20, 2023 | Noon to 1:30 p.m. | USQS CE Available

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ABOUT THIS WEBINAR
The Valuation Manual requires that all hedges be modeled. Are you prepared for this? The webinar discussed:

• Differences in types of hedges, including

  • Variable annuity with guaranteed lifetime withdrawal benefit

  • Indexed universal life

  • Fixed indexed annuities

  • Registered index-linked annuity/Index-linked variable annuity

  • Clearly Defined Hedging Strategy (CDHS) vs. non-CDHS

• Hedge effectiveness
• Error testing
• Real-world hedging versus models

SPEAKERS

• Richard L. Hayes, MAAA, ASA
   
• Andrew C. Jenkins, MAAA, FSA 
  Co-Vice Chairperson, Annuity Reserves and Capital Subcommittee
  Co-Vice Chairperson, Variable Annuity Reserves and Capital Subcommittee
   
• Craig A. Michaud, MAAA, FSA 

MODERATOR

• Linda M. Lankowski, MAAA, FSA 
  Chairperson, PBR Implementation Subcommittee

CONTINUING EDUCATION

The American Academy of Actuaries believes in good faith that attendance at this live webinar constitutes an organized activity as defined under the current Qualification Standards for Actuaries Issuing Statements of Actuarial Opinion in the United States, and that attendees may earn up to 1.8 organized continuing education (CE) credits for attending this live webinar.

QUESTIONS: For information about this webinar, contact education@actuary.org.

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