Decks in this Class (32):
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Bkm Chapter 13 Empirical Evidence On Sec
BKM Chapter 13 - Empirical Evidence on Security Returns
Sample Cards:test procedure to test capm,what should the regression coefficients,early tests completed by researchers see8 CardsPreview Flashcards -
Bkm Chapter 15 The Term Structure Of Int
BKM Chapter 15 - The Term Structure of Interest Rates
Sample Cards:short rate vs spot rate,spot vs forward rates,interest rate uncertainty and forward ra9 CardsPreview Flashcards -
Bkm Chapter 16 Managing Bond Portfolios
BKM Chapter 16 - Managing Bond Portfolios
Sample Cards:what are the six general properties of b,what are the three reasons that duration,what is the duration of a zero coupon bo17 CardsPreview Flashcards -
Hull Chapter 4 Interest Rates
Hull Chapter 4 - Interest Rates
Sample Cards:describe treasury rates,describe libor,zero rates4 CardsPreview Flashcards -
Hull Chapter 7 Options Futures And Other
Hull Chapter 7 - Options, Futures, and Other Derivatives
Sample Cards:2003 q9a define an interest rate swap,2003 q9b assume that an intermediary is,2003 q9c cite and explain one example of7 CardsPreview Flashcards -
Noris Asset Liability Management Strateg
Noris: Asset/Liability Management Strategies for P&C Companies
Sample Cards:describe the three different ways to val,why should a company manage its mvs,what is the formula for the duration of8 CardsPreview Flashcards -
Feldblum Asset Liability Matching For P
Feldblum - Asset Liability Matching for P&C Insurers
Sample Cards:what are the five crucial differences be,describe the two matching techniques,a loss reserve duration can be calculate15 CardsPreview Flashcards -
Hull Chapter 23 Credit Risk
Hull Chapter 23 - Credit Risk
Sample Cards:define hazard rates,define recovery rates,why do estimates of default probability5 CardsPreview Flashcards -
Coval Jurek Stafford The Economics Of St
Coval, Jurek & Stafford - The Economics of Structured Finance
Sample Cards:two futures of the structured finance,the market for structured securities evo,manufacturing aaa rated securities8 CardsPreview Flashcards -
Cummins Cat Bonds And Other Risk Linked
Cummins - CAT Bonds and Other Risk-Linked Securities
Sample Cards:cat bonds,cat bonds often are issued to cover the,explain how a typical cat bond is struct18 CardsPreview Flashcards -
Venter Modeling And Managing Liquidity R
Venter - Modeling and Managing Liquidity Risk
Sample Cards:liquidity risk,liquidity management2 CardsPreview Flashcards -
Academy Report Of Life Liquidity
Academy - Report of Life Liquidity
Sample Cards:what is liquidity risk,possible sources of liquidity risk,three levels of liquidity managemetn7 CardsPreview Flashcards -
Stulz Rethinking Risk Management
Stulz - Rethinking Risk Management
Sample Cards:what is the lesson of market efficiency,why the concept of diversification shoul,what are the three major costs associate20 CardsPreview Flashcards -
Goldfarb Risk Adjusted Performance Measu
Goldfarb - Risk-Adjusted Performance Measures for P&C Insurers
Sample Cards:why can standard return on capital measu,four income measures,limitations of using economic value19 CardsPreview Flashcards -
Culp Miller Neves Value At Risk Uses And
Culp, Miller & Neves - Value at Risk - Uses and Abuses
Sample Cards:what is var,features of var that account for its wid,what are the two steps of creating a var10 CardsPreview Flashcards -
Butsic Solvency Measurement For Risk Bas
Butsic - Solvency Measurement for Risk Based Capital Applications
Sample Cards:what are the criteria risk based capital,why probability of ruin is not a adequat,formula for epd and epd ratio12 CardsPreview Flashcards -
Cummins Allocation Of Capital In The Ins
Cummins - Allocation of Capital in the Insurance Industry
Sample Cards:why allocate capital,how can these line allocations be used t,how can these line allocations be used t13 CardsPreview Flashcards -
Feldblum Pricing Insurance Policies The
Feldblum - Pricing Insurance Policies: The Internal Rate of Return
Sample Cards:what are the three simuli for more accur,what are the important differences betwe,what are the implications of the differe11 CardsPreview Flashcards -
Robin Analysis Of Surplus And Rate Of Re
Robin - Analysis of Surplus and Rate of Return
Sample Cards:what is policyholder supplied funds,what is stockholder supplied funds,what are the five types of underwriting30 CardsPreview Flashcards -
Ferrari Total Return On Owner S Equity
Ferrari - Total Return on Owner's Equity
Sample Cards:what is the choice between total assets,insurance leverage and reserve capital,what does the insurance leverage factor11 CardsPreview Flashcards -
Roth Analysis Of Rate Of Return Without
Roth - Analysis of Rate of Return without Using Leverage Ratio
Sample Cards:what is the controversy regarding surplu,give an example of different premium to,what are the sources of risk contributin9 CardsPreview Flashcards -
Mcclenahan Insurance Profitability
McClenahan - Insurance Profitability
Sample Cards:investment income when determine rate of,different types of participants,three choices for the denominator when d8 CardsPreview Flashcards -
Bkm Chapter 6 Risk And Risk Aversion
BKM Chapter 6 - Risk and Risk Aversion
Sample Cards:risk aversion,utility function,three types of investors14 CardsPreview Flashcards -
Bkm Chapter 7 Optimal Risky Portfolios
BKM Chapter 7 - Optimal Risky Portfolios
Sample Cards:two broad sources of uncertainty in the,expected return for a portfolio of two r,risk and return trade offs18 CardsPreview Flashcards -
Bkm Chapter 8 Index Models
BKM Chapter 8 - Index Models
Sample Cards:single factor model,variance of returns,covariance of returns16 CardsPreview Flashcards -
Bkm Chapter 9 The Capital Asset Pricing
BKM Chapter 9 - The Capital Asset Pricing Model
Sample Cards:capital market line,risk premium of market portfolio,market price of risk12 CardsPreview Flashcards -
Bkm Chapter 10 Apt And Multi Factor Mode
BKM Chapter 10 - APT and multi-factor Models
Sample Cards:multi factor model,multifactor sml,the fundamental apt formula12 CardsPreview Flashcards -
Bkm Chapter 11 Market Efficiency
BKM Chapter 11 - Market Efficiency
Sample Cards:efficient market hypothesis emh,technical analysis,fundamental analysis15 CardsPreview Flashcards -
Bkm Chapter 12 Behavioral Finance And Te
BKM Chapter 12 - Behavioral Finance and Technical Analysis
Sample Cards:what are the three major categories of b,information processing errors,behavioral biases9 CardsPreview Flashcards -
Panning Managing Interest Rate Risk
Panning - Managing Interest Rate Risk
Sample Cards:three important points about franchise v,managing the interest sensitivity of fra,using pricing strategy to manage duratio5 CardsPreview Flashcards -
Hull Chapter 24 Credit Derivatives
Hull Chapter 24 - Credit Derivatives
Sample Cards:credit default swap,cds credit event,cds spread12 CardsPreview Flashcards -
Kreps Investment Equivalent Reinsurance
Kreps - Investment Equivalent Reinsurance Pricing
Sample Cards:large risk load,briefly describe kreps para,explain why4 CardsPreview Flashcards
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