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How does duration (interest rate risk), liquidity and credit risk get mitigated regarding the composition of risk management investment portfolios ? What is meant by
How does duration (interest rate risk), liquidity and credit risk get mitigated regarding the composition of risk management investment portfolios ? What is meant by the Securitization of Risk ?....i.e. Transferring to the financial capital markets an insurable risk through the creation of a financial instrument referred to as an insurance-linked security.. ILS i.e. (exampleCAT Bonds).
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