VM-21: Requirements for Principle-Based Reserves for ...

ii.Credit risks (e.g., default or rating downgrades). iii.Commercial mortgage loan roll-over rates (roll-over of bullet loans). iv.Uncertainty in the timing or duration of asset cash flows (e.g., shortening (prepayment risk) and lengthening (extension risk)). ................
................

In order to avoid copyright disputes, this page is only a partial summary.