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E-Learning Course - Asset Liability Management for Insurance Companies
KESDEE Inc.
Library of 29 Courses in Asset Liability Management for Insurance Companies
Time taken to complete each Course: Two - Three hours
1.Scope of ALM
Objectives
Introduction
Interest Rate Risk
Foreign Exchange Risk
Commodity Risk
Stock Market Risk
Liquidity Risk
Credit Risk
Short-term Vs. Long-term
2. Overview of ALM in Insurance Companies
Objective
Introduction
Applications
Benefits and Limitations
Types of Risks
Managing Risks
3. A 9 part Framework of ALM
Objectives
Introduction
Strategic Framework
Organizational Framework
Operational Framework
Analytical Framework
Technology Framework
Information Reporting Framework
Performance Measurement Framework
Regulatory Compliance Framework
Control Framework
4. Strategies for ALM
Objectives
Introdcution
On Vs. Off Balance Sheet Strategy
5. Overview of Life and Property and Casualty Industry
Objectives
Introduction
Players
Life Insurance Products
Property and Casualty Insurance Products
Global Landscape and Future Trends
6. Annuities
Objectives
Introduction to Annuities
Annuity Characteristics
Types of Annuities
Annuity Calculations
Equity Indexed Annuities (EIA)
Indexing Methodologies of EIA
7. Actuarial Principles
Objectives
Introduction
Statistical Framework
Economic and Behavioral Framework
Actuarial Modeling Principles
Principles Underlying Financial Security Systems
8. Reinsurance
Objectives
Introduction
Types and Methods of Reinsurance I
Types and Methods of Reinsurance II
Alternative Risk Transfer
Functions of Reinsurance
9. Insurance-linked Securitization
Objectives
Introduction to Insurance-linked Securitization
Instruments for Insurance-linked Securitization
Insurance Risk Structures
Analyzing Insurance-linked Securitization
10. Yield Curve Analysis
Objectives
Introduction to Yield Curve Analysis
Types of Yield Curves
Analyzing Yield Curve
Bond Arbitrage Strategies
Application of Yield Curve
11. Interest Rate Gap I
Objectives
Introduction to Gap
Gap Report
Considerations in Slotting of Different Items
12. Interest Rate Gap II
Objectives
Income Impact
Gap Limits
Restructuring Strategies
Strengths and Limitations
13. Simulation and Scenario Analysis –I
Objectives
Introduction to Simulation
Measuring Risk Positions
Scenarios and Results
Simulation Modeling
Backtesting
14. Simulation and Scenario Analysis –II
Objectives
Business Strategies
Monte Carlo Simulation
Software Packages
Simulation in Insurance
Dynamic Financial Analysis
Case Study
Strengths and Limitations
15 . Duration I
Objectives
Introduction
Duration Vs. Yield
Duration Vs. Maturity
Duration Vs. Coupon
16. Duration II
Objectives
Duration of a Perpetual Bond
Duration of a Bond with Embedded Options
Duration of Portfolio
Duration of Off-Balance Sheet Items
Approximation in Duration
Gap Vs. Duration
Payment Frequency
Strategies for Risk Management
17. Duration III
Objectives
Duration of Equity and Leverages
Examples
Duration of Complex Items
Leveraged Inverse Floaters
Zero Coupon Yield Curve
Comparison
18. Convexity
Objectives
Introduction
Definition of Convexity
Convexity Calculation
Convexity and Yield
Convexity, Maturity, Coupon and Price Change
Convexity of a Portfolio
Positive and Negative Convexity
19. Basis Point Value
Objectives
Introduction
Calculation of Basis Point Value for On-Balance Sheet Items
Calculation of Basis Point Value for Off-Balance Sheet Items
Basis Point Value of a Portfolio
20. Value at Risk – I
Objectives
Introduction
Measures of Risk Exposure
Computation of VaR
Strengths and Limitations of VaR
21. Value at Risk – II
Objectives
VaR for Foreign Currency Spot and Options
VaR for Foreign Exchange Forward
VaR for Common Shares
VaR for Fixed Income Securities
VaR of a Portfolio
Applications of VaR
22. Application of Analytical Techniques
Objectives
Introduction
Concepts and Assumptions
Applications
Practices
23. AL Organization
Objectives
Introduction
Composition of ALCO
Scope of ALCO
Properties
24. ALCO Meetings
Objectives
Introduction
ALCO Meetings
ALCO Data Requirements
25. ALM Policies and Procedures
Objectives
Introduction
Policy Statement
Procedure Manual
ALCO Reports
26. Audit of ALM
Objectives
Introduction
Overall Approach
Audit
27. Regulations in Insurance Industry
Objectives
Introduction to Insurance Regulation
Regulatory Measures
Capital Regulation
Future Advances
28. Software Applications
Objectives
Introduction
Prophet
AVE
Solcorp/Ingenium
GGY and AXIS
The Yield Book Inc
PTS Solution
Tillinghast/Moses
29. Case Study – Confederation Life Insurance
Introduction
Lessons to be Learnt
JOB AIDS
Disclosures
Regulations
Policy Templates
Measurement Tools
Global Best Practices
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