Wednesday, July 31, 2013

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: The World's Top 20 Banks: 2013

Posted: 31 Jul 2013 04:32 AM PDT

I was just analysing the Banker̢۪s annual tome: the Top 1,000 banks.read more...

Visit MoneyScience for the Complete Article.

Published / Preprint: Systematic and non-systematic mortality risk in pension portfolios. (arXiv:1307.8020v1 [q-fin.RM])

Posted: 30 Jul 2013 05:38 PM PDT

We study the effects of non-systematic and systematic mortality risks on the required initial capital in a pension plan, in the presence of financial risks. We discover that for a pension plan with few members the impact of pooling on the required capital per person is strong, but non-systematic risk diminishes rapidly as the number of members increases. Systematic mortality risk, on the other...

Visit MoneyScience for the Complete Article.

Blog Post: iMFdirect: U.S. Fiscal Policy: A Tough Balancing Act

Posted: 30 Jul 2013 07:53 AM PDT

By Deniz Iganread more...

Visit MoneyScience for the Complete Article.