| General Overview
 Number of pages: Approximately
800 (Volumes 1 and 2)
Volume 1: Portfolio Theory, Equilibrium and Capital Markets, and Asset-Liability Management. Covers Sections A and B of the CAS Exam 9 Syllabus. Available 12/20/11.
Volume 2: Financial Risk Management, Rate of Return, Risk Loads, and Contingency Provision. Covers Sections C and D of the CAS Exam 9 Syllabus. Available 12/20/11.
Changes And New Additions for the 2011 Syllabus Readings
Syllabus Section A: Portfolio Theory, Equilibrium and Capital Markets
Chapter 6 - Risk Aversion and Capital Allocation.
Chapter 7 - Optimal Risky Portfolios
Chapter 8 - Index Models
Chapter 9 - The Capital Asset Pricing Model
Chapter 10 - Arbitrage Pricing Theory
Chapter 11 - Market Efficiency
Chapter 12 - Behavioral Finance & Tech Analysis
Syllabus Section B: Asset-Liability Management
Chapter 15 - The Term Structure of Interest Rates
Measuring Corporate Bond Mortality
Chapter 4 - Interest Rates
ALM for Property/Casualty Insurers
ALM Strategies for P&C Companies
Managing Interest Rate Risk:
Chapter 7 - Swaps
Syllabus Section C: Financial Risk Management
Managing Bond Portfolios (Chapter 16)
Rethinking Risk Management
Value at Risk: Uses and Abuses
Chapter 22 - Credit Risk
Chapter 23 - Credit Derivatives
Cat Bond and Other Risk-Linked Securities
Risk-Adjusted Performance Measurement
Solvency: RBC Applications
Allocation of Capital in the Insurance Industry
Derivatives, Securitization, MBS (Chap 1 and 2)
Report of the Life Liquidity WG to NAIC
Liquidity Risk: Management and Supervisory Challenges
Principles for Sound Liquidity Risk Mgt and Supervision
The Economics of Structured Finance
Syllabus Section D: Rate of Return, Risk Loads, and Contingency Provision
Insurance Profitability
Investment Equivalent Reinsurance Pricing
The Relationship of U/W Investment
The Underwriting Profit Provision
Analysis of Surplus and Rate of Return
The Internal Rate of Return
Discussion: Risk load for Insurers
Game Theory: Property Catastrophe Risk Load
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