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  • Quantitative Measures of Bond Liquidity
    Measures of Bond Liquidity Explains the method used to calculate Liquidity Cost Score and Price Impact Score ... Score. Describes the rationale for and applications of these methods. corporate bonds;fixed income;incorporate ...

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    • Authors: Vadim Konstantinovsky
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
  • “Risk-Free” Liabilities: Efficient Pension Management Requires The Right Benchmark
    Risk-Free” Liabilities: Efficient Pension Management Requires The Right Benchmark Feature article describing ... pension asset allocations contain so much risk that the details of the “liability benchmark” have been largely ...

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    • Authors: Shirley Cheung, Chad Aaron Hueffmeier
    • Date: Feb 2011
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Pensions & Retirement>Risk management