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  • Introduction to Derivative Products
    vice versa. Let's go through another example (Table 1). Dewey is a portfolio manager who works with ... convert his fixed-rate securities to floating rate. TABLE 1 Example SWAP Assets 5-year fixed-rate bonds ...

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    • Authors: Martin Klein, Francis Sabatini, Peter A Minton
    • Date: Jun 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Securitized Assets - Cash Flow Traits
    nonforfeiture, very much a securitized transaction. The individual policy- holder can, if he is healthy, surrender ... to earn these high returns. This payoff matrix (Table 1) was constructed under market conditions existing ...

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    • Authors: Paul Haley, Michel Perreault, Peter A Minton, W David Woolford
    • Date: Apr 1991
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Can Accounting Keep Up?
    deferred tax asset is required to be reducedby valuation allowance if it is more likely than not that some ... talking about the valuation of liabilities,we alsohad a dispute over the valuation. How do you determinethe ...

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    • Authors: Paul H LeFevre, John Nigh, Peter A Minton, Bob Wilkins
    • Date: Jun 1993
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investments; Financial Reporting & Accounting