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CMO and Other Asset Projections
CMO and Other Asset Projections This session 10 of the 1990 Valuation Actuary Symposium ... Asset Projections This session 10 of the 1990 Valuation Actuary Symposium is a panel discussion on collateralized ...- Authors: Randall Boushek, David A Hall
- Date: Sep 1990
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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Practical Asset/Liability Modeling for CMOs
Practical Asset/Liability Modeling for CMOs Discusses asset and liability modeling ... from previous Session 3. Session 8 of the 1991 Valuation Actuary Symposium. Collateralized debt obligation=CDO;Modeling ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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CMO Boot Camp: In the Tranches
CMO Boot Camp: In the Tranches Panelists provide a primer on Collateralized Mortgage ... constructed and why they exist. Session 3 of the 1991 Valuation Actuary Symposium. Collateralized debt obligation=CDO; ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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Understanding Generally Accepted Accounting Principles [GAAP] and Statutory Profitability
Understanding Generally Accepted Accounting Principles [GAAP] and Statutory Profitability ... results to management. Session 10 of the 1992 Valuation Actuary Symposium. Collateralized debt obligation=CDO;Market ...- Authors: Randall Boushek, John W Brumbach, Paul S Graham, Craig R Raymond
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
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Asset Prepayment Assumptions
(PSA), but it is neither a prepayment model nor a valuation model of any kind. The technical resource group ... assessing the relative cash flow volatility of individual CMO tranches, with three or four specific constraints ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
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Asset Prepayment Assumptions for Regulatory Cash-flow Testing
because we can't retrospectively run option valuation models to determine effective durations for previous ... amount of callable corporate debt outstanding. In Table 1, you can see that as of September 1993, almost ...- Authors: Randall Boushek, Dale P Westhoff, John V Malvey
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Monitoring, Managing, and Controlling Derivative Instruments
alter the cash flow or risk characteristics of individual securities or portfolios. The final category ... appropriate term is generally "bad management." Table 1 summarizes some of the higher profile cases of ...- Authors: Randall Boushek, David A Hall, Douglas A George
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Are We Prepared for Interest Rates to Rise Again?
statisticalcorrelationto subsequentchanges in interest rates. Table 1 shows the relationshipof the yieldcurve slope ... that is specificto the life insuranceindustry. Table 2 shows the averagecompositionof life company invest- ...- Authors: Randall Boushek, Shane A Chalke, Robert P Clancy, Prakash A Shimpi
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics; Finance & Investments
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Financial Engineers: Who Are These Guys?
Financial Engineers: ... U TGURQPUKDKNKVKGU 4’%14&8QNWOG TABLE 1 UNDERWRITING CATASTROPHE BONDS Percentile Base ... VJCVKUSWKVGCEJCNNGPIGVQHCEGCV RTGUGPV TABLE 2 UNDERWRITING “BUSTED” CREDIT CARDS Base Case ...- Authors: Randall Boushek, Paul Bruce, Shane A Chalke, William Kocken, Thomas Ho
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments