Showing 1 - 5 of 5
The emergence of Credit Default Swap (CDS) indices and corresponding credit risk transfer markets with high liquidity and narrow bid-ask spreads has created standard benchmarks for market credit risk and correlation against which portfolio credit risk models can be calibrated. Integrated risk...
Persistent link: https://www.econbiz.de/10003886215
Persistent link: https://www.econbiz.de/10009625374
Persistent link: https://www.econbiz.de/10010204746
Persistent link: https://www.econbiz.de/10009959892
Persistent link: https://www.econbiz.de/10010154934