Investment Quality Measures Reviewcollateral of BA bonds goes first towards taking care of the interest and principal payments of the first ... reserves are supposed to have margins in them to take care of a much lower level of deviation which we call ...
Description: Panelists discuss:  investment quality as a dynamic investment consideration,  the impact of securitization on investment quality,  measuring default risk, and  the interrelationship between C-1 risk and C-3 risk. From the 1988 Record of Society of Actuaries, Vol. 14, No. 4A.Hide
- Authors: Robert P Clancy, Peter B Deakins, Edward I Altman
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments