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Slides for today's meeting –
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Notes: MortgageBackedSecurities may need to be under Bonds as well as under AssetBackedSecurities – some care will be needed to ensure that we have the proper coverage for these kinds of complex securities, with proper asset classification.
Decisions
Action items
- Tahoe Blue – need to review the IND yield curve concept and ensure that the term structure is modeled properly, with assistance from Elisa Kendall