Specific Asset Modeling Issues and Applications Beyond Cash-Flow TestingSpecific Asset Modeling Issues and Applications Beyond Cash-Flow Testing This session from ... independent models. Corporate debt securities are the primary example of an optionable security with a single ...
Description: This session from the 1994 Valuation Actuary Symposium covers the collapse of the real estate market in the early 1990's and the problems it created in cash flow testing and valuation work. It also covers an integrated asset/liability model and the applications beyond cash flow testing including an example for an SPDA.Hide
- Authors: Jeremy Brown, Catherine Ehrlich, Douglas A George
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods