Craig Turnbull
Blog Entries by Craig
- What just happened? Some perspectives and their implications.
- Back to the Future - The past is not always indicative of the future
- Mark-to-market for assets of banks and insureres. Market-consistent valuation for insurance liabilities.
- Garbage In - Who polices the information used to run the model?
- The collapse of commodity prices - is anybody listening?
- See Nothing, Hear Nothing, Know Nothing - How much do senior management need to understand of the models being used?
- Do as I Say - How do we confirm that business decisions are being made in line with ERM vision?
- Setting the discount rate for defined benefit liabilities—what’s the right approach?
Research & Insights by Craig
- After the Storm: Market-consistent measures of cost and solvency in 2009
- What Just Happened?
- Market-Consistent Valuation: Judging the market
- New requirements for principle-based statutory reserving for US Variable Annuity business
- A Measure of the Liquidity of Insurance Liabilities
- Making the most of a principle-based system
- Liquidity premiums and contingent liabilities
- 1-year VaR assessment and dynamic management actions
- Solvency II Fudges
- The Collateral Damage of Today’s Monetary Policies: Funding Long-Term Liabilities
- Solvency II and DB funds: new thinking for assessing capital adequacy
