1
-
4
of
4
results (0.53 seconds)
Sort By:
-
Monitoring, Managing, and Controlling Derivative Instruments
and permutations thereof. This category is the primary focus of our comments today. Unlike the other types ... hedges. Asset hedges are those where there's a direct linkage between one or more derivative instruments ...- Authors: Randall Boushek, David A Hall, Douglas A George
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
-
Foreign Currency Swaps
Chart 8 shows the growth in currency swap-driven primary debt issuance since 1981. In the last three years ... of the most important uses are in facilitating primary capital markets issuance, assisting in liability ...- Authors: Randall Boushek, Patti Owens, Joseph C Lau, Michael B Murdoch
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
-
Are We Prepared for Interest Rates to Rise Again?
security (MBS) holdings and the offsetting decrease in direct commercial and residential mortgage loans. I would ... arise from a discontinuous behavioral event. My primary concern is that a discontinuity in the fundamentals ...- Authors: Randall Boushek, Shane A Chalke, Robert P Clancy, Prakash A Shimpi
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics; Finance & Investments
-
Asset Prepayment Assumptions
cast of suspects when it came to determining the primary driver. Again, housing turnover we would consider ... prepayments from other sources. Collateral age was the primary driver. That kind of proxies the average tenure ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy