clannish 发表于 2025-3-21 16:16:28
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Evolution of Portfolio Management Business Modelsre rather passive. The business models of credit portfolio management can be described according to the activities performed and the level of sophistication and autonomy. The role of a ‘.’ is to provide intelligence on key risk measures and developments as well as on the usage of limits. Setting por伪证 发表于 2025-3-22 08:36:01
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Regulatory Capital Management under Basel II. Besides the economic risk transferred by hedging loans or bonds with CDSs, a key and sometimes primary motivation for banks to engage in such risk mitigation is the resulting capital relief, since the Basel capital framework explicitly recognizes credit risk mitigation (CRM) techniques as an effecinvert 发表于 2025-3-22 14:43:21
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Hedge Strategies for Baskets, Swaptions, and Macro Hedgestfolio. Most of the time, a portfolio manager faces considerable uncertainty when forecasting risk drivers and macroeconomic factors, and even more importantly potential interventions by policymakers — which have become a rule rather than an exception these days. In light of the prevailing fallout f鼓掌 发表于 2025-3-23 04:24:00
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