CIA.Duration

Discussion List

• duration excel B sh1 - LIC

  161 views 8 comments 0 points Most recent by Staff-T1 October 2025
• Payment Pattern in "App B Sh1 - LIC"

  27 views 1 comment 0 points Most recent by Staff-T1 October 2025
• App C Sh1 - LRC(onerous)

  120 views 9 comments 0 points Most recent by Staff-T1 September 2025
• duration is 0

  29 views 1 comment 0 points Most recent by Staff-T1 September 2025
• LRC( onerous) in excel file

  133 views 5 comments 0 points Most recent by Staff-T1 September 2025
• Appendix C SH1 -LRC (Non - Onerous)

  29 views 1 comment 0 points Most recent by Staff-T1 September 2025
• appendices of CIA Duration

  217 views 9 comments 0 points Most recent by Staff-T1 August 2025
• Effective vs Modified Duration

  32 views 3 comments 0 points Most recent by Staff-T1 April 2025
• IR shock for calculation of effective duration

  31 views 1 comment 0 points Most recent by Staff-T1 March 2025
• update

  50 views 2 comments 0 points Most recent by graham February 2025
• Appendix B Sh1 - LIC step 2

  49 views 1 comment 0 points Most recent by Staff-TS February 2025
• sample-4

  34 views 1 comment 0 points Most recent by Staff-T1 February 2025
• Appendix B sh1 - LIC

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

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

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

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

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

  23 views 1 comment 0 points Most recent by Staff-T1 August 2024
• Modified Duration

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

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

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

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

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

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

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

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

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

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

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