1 - 2 of 2 results (0.86 seconds)
Sort By:
  • Market Value Measures: Duration Analysis and Economic Surplus
    economic surplus as well, which gives you the more direct picture of what's happening and is virtually related ... opportunity in the yield curve, the market would take care of it and the yield curve would move until there ...

    View Description

    • Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Financial Reporting & Accounting
  • New Frontiers in Assest/Liability Management
    SPDA context, the insurer really only has two primary levers to manage both risk and profitability ... with this. I really don't see this as being the primary objective function. A further extension of this ...

    View Description

    • Authors: Anson Glacy, Frederick W Jackson, Douglas A George
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Asset liability management