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Asset Prepayment Assumptions
and prepayment assumptions is designed to be a dynamic process, under the control of insurance regulators ... back, learned more, and captured the historic dynamic better. Again, one of the things we wanted to do ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
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Understanding Generally Accepted Accounting Principles [GAAP] and Statutory Profitability
Understanding Generally Accepted Accounting Principles [GAAP] and Statutory Profitability Presenters ... Another major deviation from FAS 60 is our use of dynamic assumptions. That is, we change our prospective ...- Authors: Randall Boushek, John W Brumbach, Paul S Graham, Craig R Raymond
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
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Practical Asset/Liability Modeling for CMOs
specific types of CMO tranches, analyzing them under dynamic scenarios, and looking at some of the more difficult ... a look at the differences between static and dynamic modeling. I'll begin with a set of case studies ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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CMO and Other Asset Projections
scenarios. In response to these problems, the dynamic prepayment model was developed. Actually, there ... thing as a generic CMO, and in my view any true dynamic model must somehow access a database containing ...- Authors: Randall Boushek, David A Hall
- Date: Sep 1990
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments