Wednesday, October 27, 2010

FMA papers part III

In the continuing series of short reviews of papers (and presentations) from the recent FMA conference which was held in NYC.
Part 1
Part 2


Fung and Wen gave is a preliminary look at CDS usage in the insurance industry.  Insurance makes a particularly good study because of data availability due state regulatory filings.  The authors lay out a  breakdown of why firms would sell CDS (income

0 comments:

Post a Comment