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Back to Basics: Which Duration Is Best?
Which Duration Is Best? This article explains the concept of 'duration' for measuring asset sensitivity ... looks at different types of duration, and implications of relying on the wrong measure. Asset valuation;Corporate ...- Authors: Teri Geske
- Date: May 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments
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Modeling CMOs
Modeling CMOs This article suggests ways for small ... insurance companies to obtain modeling information on more intricate assets, such as collateralized mortgage ...- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling