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  • A Guide to Quantifying C-3 Risk
    A Guide to Quantifying C-3 Risk This paper presents a model designed to help actuaries analyze and quantify C3 risk, which is the risk of loss due to changes in interest rates or the shape of the ...

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    • Authors: John A Mereu
    • Date: Oct 1989
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM