Ryan ALM
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Bond Math and A Steepening Yield Curve - Perfect Together!
We are in the midst of a project for a DB pension plan in which we were asked to model a series of liability cash flows (benefits and expenses) using cash flow matching (CFM) to defease and secure those liabilities....
We Suggested That It Might Just Be Overbought
By: Russ Kamp, Managing Director, Ryan ALM, Inc. Regular readers of this blog might recall that on September 5th we produced a post titled, "Overbought?" that suggested that bond investors had gotten ahead of themselves in anticipation of the Fed's...