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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
variability measurement standards. This session presented the recommendations of that task force and the relationship ... included: 1. The regulatory need and how the process was approached. 2. The types of CMO variability ...- 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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Setting Long-Term Investment Assumptions for Actuarial Models
2005 Spring Meeting. Panelists discuss the process of setting long-term investment assumptions from ... including changes in equity return premium, use of risk-neutral scenarios and methodology, and special ...- 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