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A Structural Model of Sovereign and Bank Credit Risk
where q is the risk‐neutral density used for asset valuation, and Δܣ is the change in a particular projec ... (4) By using various configuration of any individual bonds and “portfolios” of two or more of the ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments
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The FHLB Advance Window: A Compelling Opportunity?
modeling, Canadian/U.S. financial reporting and valuation requirements. Tom was a member of the SOA ... 1998 to 2000 and a member of the AAA Unified Valuation System (UVS) Numerical Subcommittee since 1999 ...- Authors: Anson Glacy, Thomas Grondin, UNKNOWN H D Barkett
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Banking - Finance & Investments; Finance & Investments>Investments
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Bank Financial Analysis: An Actuary's-eye View
Bank Financial Analysis: An Actuary's-eye View Banks and insurance companies today are addressing ... than perfect at reflecting risk applicable to individual banks. In 1993, the life insurance industry ...- Authors: Application Administrator
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Banking - Finance & Investments