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Investment Quality Measures Review
[2] the impact of securitization on investment quality, [3] measuring default risk, and [4] the interrelationship ... between C-1 risk and C-3 risk. From the 1988 Record of Society of Actuaries, Vol. 14, No. 4A. Risk assessment; ...- 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