Investment Management for Insurers details all phases of the investment management process for insurers as well as fixed income instruments and derivatives and state-of-the-art analytical tools for valuing securities and measuring risk. Complete coverage includes: a general overview of issues, fixed income products, valuation, measuring and controlling interest rate risk, and equity portfolio management.There are provisions in credit card receivable-backed securities that require earlier amortization of the principal if certain ... Instead, for this sector of the asset- backed securities market, participants look at the monthly payment rate (MPR).
Title | : | Investment Management for Insurers |
Author | : | David F. Babbel, Frank J. Fabozzi, CFA |
Publisher | : | John Wiley & Sons - 1999-02-15 |
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