Equity Linked GIC Pooling Approach
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26.11.2022
Co-author
Affiliation
BMO
Main category
Economics (General Management)
Abstract
The equity GIC product has the property that strike levels are the closing index levels on date of issue. The proposed specification for pooling employs poolidents with the same maturity, issue date, and index levels.
Further information
Further reading
https://ia801400.us.archive.org/6/items/gic-pooling/GicPooling.pdf
Language
English
DOI
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