1986-2002 Credit Risk Loss Experience Study: Private Placement Bondsfuture economic downturns may be different, so care must be used in interpreting and using the results ... As shown in the graph, incidence rates, the primary driver of economic loss rates, more than doubled ...
Description: The study measures incidence rates, loss severities and economic loss rates associated with credit risk events for privately placed debt during the years 1986-2002.Hide
- Authors: Society of Actuaries
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Finance & Investments>Investments