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1986-98 Credit Risk Loss Experience Study: Private Placement Bonds

1986-98 Credit Risk Loss Experience Study: Private Placement Bonds The 1986-98 Credit Risk Loss Experience Study represents a continuation of the 1986-94 study analyzing credit loss experience by ...
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Description: The 1986-98 Credit Risk Loss Experience Study represents a continuation of the 1986-94 study analyzing credit loss experience by institutional investors on private placement bonds. The study measures incidence rates, loss severities and economic loss rates associated with credit risk events for privately placed debt during the years 1986-98.
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- Authors: Society of Actuaries
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Finance & Investments

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1986-98 Credit Risk Loss Experience Study: Private Placement Bonds