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A Guide to Quantifying C-3 Risk
Quantifying C-3 Risk This paper presents a model designed to help actuaries analyze and quantify C3 risk, which ... which is the risk of loss due to changes in interest rates or the shape of the yield curve. Risk-based capital=RBC;Yield ...- Authors: John A Mereu
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM