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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 ...

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    • 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
  • Weird Science: Dissection of Derivatives
    that represents people using derivatives to take care of that problem. Twenty-four percent use derivatives ... there is some transfer back and forth. But for a direct writer's purposes, it's a one-way market. There's ...

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    • Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Transformation and Evaluation of Credit Risk
    securities. These are not liquid instruments. I don't care if there is a public bond issue, they are not liquid ... seven categories, exempt through six. All they care about is credit. I'd like to talk about four separate ...

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    • Authors: Prakash A Shimpi, Christopher T Anderson, Patricia W Wilson, Gus Harris
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments