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Effective Duration is listed in IFRS sample questions #9
by jiminkwag ·The wiki mentions that effective duration is likely not to be tested, but I would like to point out that CAS explicitly included it in their IFRS sample question #9. -
IFRS Sample questions #9
by user1 ·In the solution it says LOB A has lower freq and higher sev compared to LOB B and that LOB A has longer duration than LOB B. How did they infer that?