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  #91  
Old 02-06-2014, 10:37 AM
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so.... what was Jan 2014?

I would use MA(2) of the posts before yours...just in case it needs some smooooothing.
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Old 03-06-2014, 07:58 PM
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February 2014 - 4.68%
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Old 03-06-2014, 08:31 PM
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Old 04-05-2014, 03:06 PM
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March 2014

4.65
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Old 04-07-2014, 11:04 AM
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March 2014

4.65
.......
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Old 05-05-2014, 07:59 PM
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April 2014

4.52
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Old 05-05-2014, 10:15 PM
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  #98  
Old 05-06-2014, 12:17 PM
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Anybody have easy access to the analysis of what future rates would have to average in order to change the valuation rate next time?
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Old 05-06-2014, 01:17 PM
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I know you mention the rate changing at the "next time" (which is June 2014). It ain't going to happen at all. My analysis is for the rate to change at June 2015. I'm also assuming you're looking at the >20 yr rate. The shorter duration life rates are more sensitive.

Over the next 14 months (thru June 2015), the Moody's rate needs to average 3.35% to drop the >20 rate to 3.00%. It needs to average 7.17% to increase the >20 rate to 4.00%. Moody's rates have averaged 4.73% for the last 12 months.

I think it's safe to say you can continue to price, reserve, forecast, and plan using the 3.5% valuation rate. But remember where you got this information, how much you paid for this information, and that it came from an anonymous poster on the AO.

Last edited by Ranger; 05-06-2014 at 01:27 PM..
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Old 05-06-2014, 02:39 PM
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Over the next 14 months (thru June 2015), the Moody's rate needs to average 3.35% to drop the >20 rate to 3.00%. It needs to average 7.17% to increase the >20 rate to 4.00%. Moody's rates have averaged 4.73% for the last 12 months.

I think it's safe to say you can continue to price, reserve, forecast, and plan using the 3.5% valuation rate. But remember where you got this information, how much you paid for this information, and that it came from an anonymous poster on the AO.
Thanks - that was what I was curious about.

I could deal with a 7% interest rate! That would be nice.
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