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Transformation and Evaluation of Credit Risk
Transformation ... Volume 24, No. 1* Maui I Spring Meeting June 15-17, 1998 Session 102PD Transformation and Evaluation ... What about something that's a 17 Transformation and Evaluation of Credit Risk prohibitive ...- Authors: Prakash A Shimpi, Christopher T Anderson, Patricia W Wilson, Gus Harris
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Weird Science: Dissection of Derivatives
Weird Science: ... Volume 24, No. 1* Maui I Spring Meeting June 15-17, 1998 Session 45OF Weird Science: Dissection ... in a realistic and efficient manner. 17 Weird Science: Dissection of Derivatives From an ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments ... captured. For the actualtesting, we chose a set of 17 scenarios. These includedrising, failing, and whipsaw ...- 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