Description: Case Study is used to see how effectively an approach based on combining products can reduce C-3 'interest rate' risk.

Description: This study attempts to measure incidence rates, loss severity, and expected basis-point loss associated with credit risk events. The study identifies asset characteristics believed to influence credit risk and develops a process for gathering and evaluating intercompany credit risk data.

Description: This paper presents a straightforward method of building a consistent framework for C-1 risk reserve calculation. Sample levels of required surplus are derived for fixed income and equity investments. From Transactions of Society of Actuaries 1986, Vol. 38.

Description: Report presenting a detailed description of how the actuary can analyze C-3 risk, using asset-liability analysis.

Description: Presents a way to study C-1 risk 'default risk' for fixed-income assets in the context of asset/liability management. This approach utilizes cash flow projections and Monte Carlo sampling.