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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
were needed and what those scenados should be. A primary goal was to minimize the number of scenarios to ... later. Taking the absolute value means that I don't care if it's sooner or later. Either way, it is somethingthat ...- 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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The Risks in Equity Investment for Pension Funds
Marcus Nadler is research director. Following are direct quota- tions from this study: It is doubtful ... include conven- tional mortgages, leasebacks, direct placement bonds, etc., for which no active trading ...- Authors: James L Clare, Sidney H Cooper, Harry M Sarason, Conrad Siegel, Frank L Griffin, Geoffrey N Calvert, John Dyer, Fergus J McDiarmid, Dennis N Warters, Wilmer A Jenkins, Harold R Lawson, William M. Rae, M. Albert Linton
- Date: Nov 1959
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Pension investments & asset liability management
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Asset Modeling Concepts
adequacy, and this subject really does have a very direct bearing on judging whether or not you have adequate ... large universes of securities. Now I want to direct your attention to an article that came out. I ...- Authors: Frederick W Jackson, Teri Geske, Charles K Cackowski
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
Show.” Ron Howard has been hired by Disney to direct the movie version of the Alamo, and he has had ... services the mortgage. It’s difficult to establish a direct statistical link, but there are some prepayment ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Financial Economics: The Option You Can't Refuse
achieve equity returns without having to take a direct equity position. Options on such futures allow ... transaction? From GM’s point of view, it doesn’t really care whether you sold that bond to me or someone else ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Asset Allocation: The Final Frontier?
of return over some time horizon. What we really care about in a company that=s operating in the real ... just described two approaches. There=s a fairly direct methodology for solving both those problems. There=s ...- Authors: Steven C Huber, Anthony Dardis, Michael H Haney, Andrew R Young
- Date: Jun 1998
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset allocation; Modeling & Statistical Methods>Asset modeling
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Modeling Function: To Centralize or Not To Centralize?
Modeling Function: To Centralize or Not To Centralize? In reaction to a spate of model conversion ... but models also come with costs. • There is the direct cost of devoting resources to develop and implement ...- Authors: Joshua Chee, Sean Hayward, Michael Porcelli
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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General Assest Modeling Issues
sensitive to prepayment speeds as others, extreme care must be used when modeling the more prepayment-sensitive ... prepayment-sensitive instruments. Even with this extra care, one must realize that modeling results for these ...- Authors: Martin Klein, Thomas W Reese
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR
Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR As the Valuation ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Jason Kehrberg, Reanna Nicholsen, Benjamin Slutsker
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling