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Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
we used rates that vary by month of CRE and by individual payment dates. For private placements, we ended ... in the public market with the credit-riskstudy. Table 1 is the summary of 1986-89 for private placement ...- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
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Investment Quality Measures Review
Investment Quality Measures Review Panelists discuss: [1] investment quality as a dynamic ... impact on conclusions you would reach, either for valuation actuary work or for pricing work. MR. FREDERICK ...- Authors: Robert P Clancy, Peter B Deakins, Edward I Altman
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments