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Practitioner Considerations for Guideline Excess Spread Attribution Methodology under Actuarial Guideline LIII (AG53)
PRICE, RISK-FREE RATE, AND SPREAD There is a direct, formulaic relationship between the price, assumed ... primarily on public corporates, there may be limited direct applicable information for CDS on assets that are ...- Authors: Dave Bulin, Marc Altschull, Clark Ramsey
- Date: Jan 2023