LLMA appoints Macquarie University to longevity basis risk project

Kristian Brunt-Seymour
clock • 1 min read

Macquarie University has been appointed by the Life & Longevity Markets Association (LLMA) to lead a project on assessing basis risk for longevity transactions.

The project, headed up by the LLMA and the Institute and Faculty of Actuaries (IFoA), is entering its second phase. This includes developing a readily-applicable methodology for quantifying the bas...

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