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Quantitative Methods Used in Managing Credit Risk
Methods Used in Managing Credit Risk The panel at this session of the SOA 2004 Annual Meeting describes ... Basel;Collateralized debt obligation=CDO;Economic value;Risk measurement;Risk metrics;Risk modeling;Credit risk; ...- 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
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Model Risk
Risk From session 76 CS at the Spring regional meeting of the Society of Actuaries held in Atlanta, Georgia ... May 24-25, 1999. Presenters demonstrate the potential risks of relying blindly on our models without sensitivity ...- Authors: Rishi Kapur, Elliot Noma
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Guarantees on Variable Products: How Are Companies Assessing the Risks?
Assessing the Risks? This presentation, session number 90PD, took place at the 1999 Spring Meeting of the ... Society of Actuaries, held May 24-25 in Atlanta. The last two years witnessed a proliferation of guarantees ...- Authors: Boris Brizeli, Nancy Kenneally, Michael Sakoulas, Jean-Francois Lemay, Rishi Kapur
- Date: May 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities