Chauvinistic
发表于 2025-3-23 11:35:44
2946-2010 ial system. It focuses on credit pricing in illiquid, liquid and hybrid markets. No one with any connection to the credit management business will be able to do without it.978-1-349-32703-4978-0-230-30730-8Series ISSN 2946-2010 Series E-ISSN 2946-2029
Digitalis
发表于 2025-3-23 17:40:40
Credit Treasury978-0-230-30730-8Series ISSN 2946-2010 Series E-ISSN 2946-2029
冲击力
发表于 2025-3-23 21:12:13
Peter Hartz,Hilarion G. Petzoldory on how financial markets work and with the approach to market regulation that has accompanied it. Understanding what has happened and what should be done to avoid such a catastrophic crisis in the future will require a new way of thinking about how markets work.
SOB
发表于 2025-3-23 22:44:33
Peter Hartz,Hilarion G. Petzoldmarket segments. JPMorgan has worked with other dealers to create a global family of standardized CDS indices. The results of this effort are the Dow Jones CDX indices for North America and the Emerging Markets, and the iTraxx indices for Europe, Japan, and Asia (two collective ventures within the global credit derivatives dealer community).
acclimate
发表于 2025-3-24 03:37:30
Peter Hartz,Hilarion G. Petzoldents available in the market, such as bonds, other loans, or credit derivatives. Thus, it cannot assess arbitrage situations arising from relative price mismatches. In this section two approaches to EVA-based risk-adjusted pricing for banks corporate loans are analyzed:
同位素
发表于 2025-3-24 09:59:05
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恶臭
发表于 2025-3-24 13:36:05
https://doi.org/10.1057/9780230307308banking; Credit Risk; e-payment; probability; Rating; Treasury; investments and securities
勉励
发表于 2025-3-24 17:43:02
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CLAY
发表于 2025-3-24 21:03:57
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Ingest
发表于 2025-3-25 01:35:33
Pricing in Non-liquid Markets, in other rare events with high costs, default risk can be managed effectively only in a portfolio. In addition to knowing the default probability and loss given default, the portfolio management of default risk requires the measurement of default correlations. Correlations measure the degree to whi