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  • Yield Curve Extrapolation Methods
    Yield Curve Extrapolation Methods This research report summarizes methodologies used for ... liability cash flows that extend beyond the maximum observavble portion of the yield curve. 2/28/2019 12:00:00 ...

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    • Authors: Jack T Kerbeshian, Patricia Matson
    • Date: Feb 2019
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management; Finance & Investments