Staff_J1

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Staff_J1
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  • Hi Graham, Could you explain further about the statement above? I currently understand NSP to be absolute value of Foreign assets in CAD - Foreign liabilities in CAD. But you also mention that it is the sum of the Net open long positions + the…
    in MCT - Foreign Exchange Risk [BattleCard] Comment by Staff_J1 September 2021
  • Hi Graham, Thank you for the response. Another question about the PVfctr for premium liabilities. In 2019 Spring Q14, for the PV, it seems they are using the % remaining to calculate the PV Loss, however, in 2019 Fall Q14, it seems to use the …
    in Duration Comment by Staff_J1 September 2021
  • Also another question, in Fall 2019 Question 20c) for the calculation of the PV Unpaid Cat loss, for the 0.4 I am not sure how that came to be. but referring to CIA. MfAD, there needs to be an adjustment for the % paid, no? Thank you,
    in Duration Comment by Staff_J1 September 2021