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Actuarial approach

Category: Capital Relief Trades ABS


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Alphidem co-founder Ken Sutter outlines how the quantitative modelling of capital relief trades can help investors assess the risks of their investments

In light of the current regulatory and interest rate environment, it could be assumed that capital relief trades enjoy great popularity, even outside of the dedicated investor community. However, despite growth and positive market trends, the asset class still leads a niche existence and sticks to its esoteric label.

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