Announcement: SOA releases October 2019 Exam FM passing candidate numbers.

Interest Rate Swaps – An Exposure Analysis

Research Projects in Finance

The Committee on Finance Research is pleased to make available a research report that examines interest rate swaps and accompanying risk. The report was authored by Paul Ferrara and Seyed Ali Nezzamoddini.


Report

Interest Rate Swaps – An Exposure Analysis Report


Questions

If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at ssiegel@soa.org.


Thank You

The Committee would like to thank the following individuals on the Project Oversight Group for their input and review:

Robert Reitano, Chair
Mark Altschull
James Bridgeman
Angelika Feng
Kim Gordon
Wendy Guo
Robert Lamarche
Joseph Stoutenburg
Steve Siegel, SOA Research Actuary
Barbara Scott, SOA Research Administrator