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Risk Management - December 2012
Risk Management - December 2012 Risk Management, the newsletter of the Joint Risk Management ... investors in senior collateralized debt obligation (CDO) tranches, whose performances are highly correlated ...- Authors: Society of Actuaries
- Date: Feb 2013
- Publication Name: Risk Management
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Rethinking the Ratings-Based Approach
Rethinking the Ratings-Based Approach Credit ratings have played an essential role in the financial ... Corporate bonds; Collateralized debt obligation=CDO; Credit risk 4294994559 2/5/2013 12:00:00 AM ...- Authors: Shuyi He
- Date: Feb 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Systematic risk
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Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles
Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles This article discusses ... Money Market Funds Term Life CMO Fixed Annuity CDO Long-term Care CLO Long-term Disability ABS UL ...- Authors: Larry Rubin, Xiaokai Shi
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Risk Management Newsletter, June, 2010
Risk Management Newsletter, June, 2010 This is the June 2010 issue of the Risk Management Section Newsletter. ... Money Market Funds Term Life CMO Fixed Annuity CDO Long-term Care CLO Long-term Disability ABS UL ...- Authors: Society of Actuaries
- Date: Jun 2010
- Publication Name: Risk Management
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The Law of Risk and Light
SOLVENCY II The collateralized debt obligation (CDO) market prior to the credit crisis provides a stark ... looking at was in the dark: It grew unchecked as the CDO market came to include more and more sub-prime mortgages ...- Authors: David Ingram
- Date: Mar 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, March 2010, Issue 18
SOLVENCY II The collateralized debt obligation (CDO) market prior to the credit crisis provides a stark ... looking at was in the dark: It grew unchecked as the CDO market came to include more and more sub-prime mortgages ...- Authors: Society of Actuaries
- Date: Mar 2010
- Publication Name: Risk Management
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The Financial Modelers’ Manifesto
The Financial Modelers’ Manifesto This article describes the financial modelers’ manifesto. Focus is on how difficult ... element involved. Collateralized debt obligation=CDO; 10845 9/1/2009 12:00:00 AM ...- Authors: Emanuel Derman, Paul Wilmott
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Risk Management, September 209, Issue 17
confusedly elegant modeling than models of CDOs. The CDO research papers apply abstract probability theory ... entered into the model by a trader, produces a CDO value. This over-reliance on probability and statistics ...- Authors: Society of Actuaries
- Date: Sep 2009
- Publication Name: Risk Management
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Risk Management Issue No. 14
the complex mortgage securities like ABS and CDO. I hope the readers will begin to appreciate the ... appropriate. The problem is that the trad- ing in ABS and CDO screeched to a halt as the credit crisis unfolded ...- Authors: Society of Actuaries
- Date: Dec 2008
- Publication Name: Risk Management
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The Game of ‘Pass the Risk’: Then and Now
The Game of ‘Pass the Risk’: Then and Now Financial crises are nothing new. What is unique and ... the recent past. Collateralized debt obligation=CDO;Mortgage-backed securities; 7469 12/1/2008 12:00:00 ...- Authors: Joy Andrea Schwartzman
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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There is No Free Lunch
derivatives like collateralized debt obligations (CDO) or CDO-squared provided a welcome respite for institutions ... showing signs of stress. The value of MBS, ABS and CDO with subprime exposure was dropping like a stone ...- Authors: Daniel Hui
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics
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Risk Management: The Current Financial Crisis, Lessons Learned and Future Implications
fell. Others were backed by credit default swaps. CDO pools had not been recorded on the balance sheets ... two ways to look at this. Investment banks had CDO positions that were multiples of their capital.- Authors: Society of Actuaries
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Public Policy
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From Subprime Crisis to Risk Management
the complex mortgage securities like ABS and CDO. I hope the readers will begin to appreciate the ... appropriate. The problem is that the trad- ing in ABS and CDO screeched to a halt as the credit crisis unfolded ...- Authors: Daniel Hui
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics>Financial economics; Finance & Investments; Global Perspectives
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Bubbles, Cycles and Insurers' ERM - What Just Happened?
Bubbles, Cycles and Insurers' ERM - What Just Happened? Interest rates rose from 2004 through 2007, ... others’ missteps. Collateralized debt obligation=CDO;Leverage; 7453 12/1/2008 12:00:00 AM ...- Authors: Paul J Kneuer
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management Newsletter, March 2004, Issue No. 1
Risk Management Newsletter, March 2004, Issue No. 1 This is the complete version of the Risk ... incorporate corporate bonds, “atypical” investments (CDO and other structured products) and dynamic hedging ...- Authors: Society of Actuaries
- Date: Mar 2004
- Publication Name: Risk Management
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Risk Management of a Financial Conglomerate
Risk Management of a Financial Conglomerate This article discusses various approaches and ... incorporate corporate bonds, “atypical” investments (CDO and other structured products) and dynamic hedging ...- Authors: Ruben Olieslagers, Luc Henrard
- Date: Mar 2004
- Publication Name: Risk Management