31
-
40
of
53
results (0.48 seconds)
Sort By:
-
What If You Stretch Investment Yield and It Snaps?
only the short end of the curve. They don't have direct control over the long end, so we're seeing this ... credit markets. Over time arbitrage has become the primary motivation for issuance, and synthetic structures ...- Authors: Frank Cataldo, Timothy L Swenson, Kenneth Mungan
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Interest Rate Model Risk
because I know there are many companies where the primary goal is to meet the literal requirements of the ... The danger in comparing two models is that, if care isn't taken to parameterize them reasonably consistently ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
-
Measuring Interest Margins-Part 2-Measuring Investment Results
identify individual segment cash flows. You don't care about the internal segment cash flows. Interest ... Market values of certain investments (for example, direct placement bonds and mort- gages) may not be available ...- Authors: Thomas Gleeson, Roger W Smith, Thomas M Kyle, Peter S Mavrogenes
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Interest Rates Are On The Move: Is Your Company Prepared?
and variable annuity are going to have minimal direct impact, although I would have said that's more ... implementation. You can do duration analysis that will take care of a lot of the weaknesses that Ross mentioned if ...- Authors: Henry M McMillan, Ross Bowen, David Weinsier
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Finance & Investments; Life Insurance
-
Measuring Interest Margins-Part 2-Measuring Investment Results
With Originating or Acquir- ing Loans and Initial Direct Costs of Leases." FAS 91 represents a major change ... insurance companies, account for loan fees and direct costs in a loan origination process. You might ...- Authors: Scott S Hartz, Esther H Milnes, Sue W Ogden, Frederick M Borchardt
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
From Subprime Crisis to Risk Management
loans are securitized, there are rules set up to direct the flow of interest and principal payments and ... report the performance of the ABS as well as to direct payments according to the rules. When ABS and ...- Authors: Daniel Hui
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics>Financial economics; Finance & Investments; Global Perspectives
-
Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
-
Session 087: Cashflows: A New Dimension
Session 087: Cashflows: A New Dimension An increased focus on pension plan cost and ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Brett Dutton, Michael Carse, Katalin Szeles
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Pension investments & asset liability management
-
Mergers and Acquisitions/Appraisals
American Travelers. American Travelers is a long-term care company out of Philadelphia. If you remember back ... back in 1994, everybody was selling their long-term care,business. They came to the realization that it ...- Authors: Meredith Ratajczak, Bradley M Smith, Michael Hughes
- Date: Sep 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
-
Transformation and Evaluation of Credit Risk
securities. These are not liquid instruments. I don't care if there is a public bond issue, they are not liquid ... seven categories, exempt through six. All they care about is credit. I'd like to talk about four separate ...- Authors: Prakash A Shimpi, Christopher T Anderson, Patricia W Wilson, Gus Harris
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments