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Funding for Investment Risks
a relatively small one. Shift: (-2 basis points, 17 basis points,-18 basis points) (0.75, 0.090, 0.100) ... couple of basis points, increase the five-year by 17 basis points, and decrease the 10-year by 18 basis ...- Authors: Application Administrator, David A Hall, Daniel E O'Sullivan, Robert Reitano
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Practical Asset/Liability Modeling for CMOs
relatively fiat yield curve environment. It has 17 tranches, far below the greatest number I have seen ... level-prepayment scenarios. You can see (Chart 17) that, in a base case assumption of 165% PSA, there ...- 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 Boot Camp: In the Tranches
slow prepayment sp,~l. In the next example (Chart 17), you can see what the overlay of a "90-300% PAC" ... (outside the protected collar). 144 .CHART 17 Simple PAC Structure Building a 90-300% PSA PAC ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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Asset-Backed Securities - ABSs
0YearCreditCard 63 27 82 _ 3.0 Year Credit Card 70 17 42 _ 4.0 Year Credit Card 70 12 29 5.0 Year Credit ... portfolio. Many credit cards will yield anywhere from 17-22%, and that's important because this excess yield ...- Authors: David A Hall, Dennis R Richey, Greg Parseghian, Robert J Grossman
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Capital Management - The Big Picture
return. By forsaking opportunities that only present 17% return and limiting ourselves to only those that ... exhaust all your 18% projects, and then you get to your 17% projects and then your 15% projects and so forth ...- Authors: Shane A Chalke, Glen Gammill, David A Hall, Norman E Hill, Richard S Robertson
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments
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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
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Asset/Liability Management in Practice
Asset/Liability Management in Practice Presented at October 1996 Annual Meeting. Recent surveys ... Asset/Liability Management (ALM) in Practice 17 Mr. Healy: To continue my corollary about investment ...- Authors: David A Hall, David L Rockwell, Joseph M Rafson, Donald P Groover, Douglas T Healy
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management