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Asset Prepayment Assumptions for Regulatory Cash-flow Testing
Asset ... Topics included: 1. The prepayment characteristics of corporate bonds with embedded options ... maturity. 4. The investment implications. 5. The impact that prepayments have on MBS price and ...- 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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Are We Prepared for Interest Rates to Rise Again?
Are ... session focused on the possible impacts of a return to higher interest rates and explored risk management ... analysis;Yield curve=Term structure;Interest rate risk; 16815 4/1/1994 12:00:00 AM ...- 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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CMO and Other Asset Projections
Projections This session 10 of the 1990 Valuation Actuary Symposium is a panel discussion on collateralized mortgage ... testing;Mortgage-backed securities;Mortgages;Credit risk; 18537 9/1/1990 12:00:00 AM ...- Authors: Randall Boushek, David A Hall
- Date: Sep 1990
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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Foreign Currency Swaps
Swaps This session at the SOA 1990 Hartford Spring Meeting presents an overview of foreign currency swaps ... growth in the market. Case studies are discussed. Asset liability management=ALM;Currency risk;Deriva ...- Authors: Randall Boushek, Patti Owens, Joseph C Lau, Michael B Murdoch
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Monitoring, Managing, and Controlling Derivative Instruments
and Controlling Derivative Instruments The session from the 1995 SOA New York City Meeting discusses ... that the correct type and amount of derivatives are in place. From the Record of the Society of Actuaries ...- 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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Asset Prepayment Assumptions
Asset Prepayment Assumptions This session from the 1995 SOA New York Meeting addresses asset prepayments ... prepayments including emerging prepayment experience in the mortgage-backed - CMO security arena, special modeling ...- 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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Practical Asset/Liability Modeling for CMOs
Practical Asset/Liability Modeling for CMOs Discusses asset and liability modeling for collateralized ... Assumes knowledge from previous Session 3. Session 8 of the 1991 Valuation Actuary Symposium. Collateralized ...- 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 Obligations [CMOs] ... are constructed and why they exist. Session 3 of the 1991 Valuation Actuary Symposium. Collateralized ...- 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
collateralized mortgage obligations [CMOs], [3] the emergence of earnings under FAS 60 and FAS 97 products ... Session 10 of the 1992 Valuation Actuary Symposium. Collateralized debt obligation=CDO;Market value of lia ...- 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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Financial Engineers: Who Are These Guys?
Guys? This panel of session 3PD of the Washington Annual Meeting discusses a range of topics which fall ... professional label of financial engineer, and how this role relates to the role of the actuary. From the Record ...- 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