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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
were needed and what those scenados should be. A primary goal was to minimize the number of scenarios to ... later. Taking the absolute value means that I don't care if it's sooner or later. Either way, it is somethingthat ...- Authors: David A Hall, Andrew S Davidson, Christopher T Anderson, Michael H Siegel
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Modeling CMOs
which the facing small insurers who want to issue primary company will manage the equity-indexed annuities ... the in assets, has chosen to enter the equity- primary company can serve as the basis indexed marketplace ...- 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
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Asset Modeling Concepts
Show.” Ron Howard has been hired by Disney to direct the movie version of the Alamo, and he has had ... services the mortgage. It’s difficult to establish a direct statistical link, but there are some prepayment ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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A Multivariate Approach to Duration Analysis
Sensitivity Price Sensitivity REFERENCES Direct Yield Curve Approach Yield Curve Slope Approach ... case, because D(O) and CCO) are small. The primary limitation of the parallel shift approach is that ...- Authors: Robert Reitano
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Multivariate Duration Analysis
approximation from 0.0136% to 0.0066%. The primary limitation of the parallel shift approach is that ... basis to model P(i) and an option-pricing model or direct calculation, D~io) and C~io) can be estimated discretely ...- Authors: Robert Reitano, Elias Shiu, Anthony J Zeppetella
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Modeling Function: To Centralize or Not To Centralize?
Modeling Function: To Centralize or Not To Centralize? In reaction to a spate of model conversion ... but models also come with costs. • There is the direct cost of devoting resources to develop and implement ...- Authors: Joshua Chee, Sean Hayward, Michael Porcelli
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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General Assest Modeling Issues
sensitive to prepayment speeds as others, extreme care must be used when modeling the more prepayment-sensitive ... prepayment-sensitive instruments. Even with this extra care, one must realize that modeling results for these ...- Authors: Martin Klein, Thomas W Reese
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR
Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR As the Valuation ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Jason Kehrberg, Reanna Nicholsen, Benjamin Slutsker
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Setting Long-Term Investment Assumptions for Actuarial Models
using the RBC committee, where you really don't care about the average, you're throwing away 65 or 90 ... guarantees that could be reset every year. We really care about the path, and it's hard to come up with in ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling