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1986-92 Credit Risk Loss Experience Study: Private Placement Bonds - Asset Risk Experience Committee and Private Placement Subcommittee
economic cycle, the period is relatively short and care must be used in interpreting and using the results ... as depicted in Figure t. Incidence rates, the primary driver of economic !oss rates, continued to increase ...- Authors: Nicholas Bauer, Warren Luckner, John Luff, George Silos, Kin O Tam, Michael L Zurcher, Stacy Gill, Serge Goulet, Kenneth S Roberts, Bradley Scher, Mark Carey, Mark Poeppelman, Daniel Towriss, Warren R Adams
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments