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CMO and Other Asset Projections
specifically want to try to avoid that with you. Our primary goal for this session is ultimately to discuss ... ACTUARY material -- MBS cash flows -- and the primary determinant of that raw material -- the prepayment ...- Authors: Randall Boushek, David A Hall
- Date: Sep 1990
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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Monitoring, Managing, and Controlling Derivative Instruments
and permutations thereof. This category is the primary focus of our comments today. Unlike the other types ... hedges. Asset hedges are those where there's a direct linkage between one or more derivative instruments ...- Authors: Randall Boushek, David A Hall, Douglas A George
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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CMO Boot Camp: In the Tranches
drives the mortgage-backed market, and is the primary source of risk in that market. After he's through ... of that growth has come at the expense of the direct mortgage origination market. But it has also come ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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Understanding Generally Accepted Accounting Principles [GAAP] and Statutory Profitability
surplus. The table shows an annuity line, so the direct death benefit is zero. For our life business ... found is that the important thing is to try to direct the People with whom you are trying to communicate ...- Authors: Randall Boushek, John W Brumbach, Paul S Graham, Craig R Raymond
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
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Foreign Currency Swaps
Chart 8 shows the growth in currency swap-driven primary debt issuance since 1981. In the last three years ... of the most important uses are in facilitating primary capital markets issuance, assisting in liability ...- Authors: Randall Boushek, Patti Owens, Joseph C Lau, Michael B Murdoch
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Are We Prepared for Interest Rates to Rise Again?
security (MBS) holdings and the offsetting decrease in direct commercial and residential mortgage loans. I would ... arise from a discontinuous behavioral event. My primary concern is that a discontinuity in the fundamentals ...- Authors: Randall Boushek, Shane A Chalke, Robert P Clancy, Prakash A Shimpi
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics; Finance & Investments
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Asset Prepayment Assumptions
cast of suspects when it came to determining the primary driver. Again, housing turnover we would consider ... prepayments from other sources. Collateral age was the primary driver. That kind of proxies the average tenure ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
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Practical Asset/Liability Modeling for CMOs
improve the liability match, as opposed to being the primary vehicle for the liability match. I'll tackle ... anticipate). The diamond in this table represents the primary region of potential returns for this investment ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments