From: Subject: 1986-98 Credit Risk Loss Experience Study: Private Placement Bonds Date: Fri, 22 Feb 2008 16:16:49 -0500 MIME-Version: 1.0 Content-Type: text/html; charset="Windows-1252" Content-Transfer-Encoding: quoted-printable Content-Location: http://www.iamgroup.ca/eduCentre/articles/1986-98%20Credit%20Risk%20Loss%20Experience%20Study%20Private%20Placement%20Bonds.htm X-MimeOLE: Produced By Microsoft MimeOLE V6.00.2900.3198 1986-98 Credit Risk Loss Experience Study: Private = Placement Bonds

1986-98 Credit Risk Loss Experience Study: Private = Placement=20 Bonds

The Society of = Actuaries'=20 Private Placement Experience Committee has completed this report, = which=20 measures incidence rates, loss severities and economic loss rates = associated=20 with credit risk events for privately placed debt during the years = 1986-98.=20 One of the values of this report is the comparison between private = placement=20 bond default experience and that of publicly traded bonds. In this = edition of=20 this ongoing study, migration rates for internal and NAIC credit = ratings of=20 assets are tabulated for the first time and the relative predictive = power of=20 different kinds of ratings is examined. If you have any questions = about this=20 report, please contact Jack Luff, Experience Studies Actuary, at = 847-706-3571=20 or jluff@soa.org.

1986-98 Credit = Risk Loss=20 Experience Study: Private Placement Bonds

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