Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany StudyCredit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study ... RECORD, VOLUME 19 MR. WARREN R. LUCKNER: The primary purpose of my portion of this presentation is to ...
Description: 1993 SOA Annual Meeting in New York. This session is about an intercompany study on credit risk of private placement bonds and commercial mortgages. The development of the study, results for the 1986-1989 period, ongoing nature of the study, and company leverage were discussed.Hide
- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments