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  • Quantitative Methods Used in Managing Credit Risk
    sheet credit extensions, what you might call the direct credit on the left side, and then contingent and ... investments is that they are very unlike traditional direct credit—originated loans, for instance—in that ...

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    • Authors: Anthony Dardis, Rishi Kapur, Ugur Koyluoglu, Perry D Mehta
    • Date: Oct 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Integrating and Aggregating Risks
    Integrating and Aggregating Risks 2004 SOA Annual Meeting and Exhibit, New York. The panelists ... work, I typically will use embedded value as my primary measure, which has a much different horizon. That's ...

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    • Authors: Francis Sabatini, Ugur Koyluoglu
    • Date: Oct 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments