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VVicky26 replied to the thread P2-T6-Malz, Chapter 8: Portfolio Credit Risk.I got the video for Portfolio Credit Risk. I am asking about the copula video which is referenced to in the video (encircled in red in...
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Nicole Seaman replied to the thread P2-T6-Malz, Chapter 8: Portfolio Credit Risk.@Vicky26 Chapter 8 Portfolio Credit Risk is under the Malz reading in the study planner. -
VVicky26 posted the thread P2-T6-Malz, Chapter 8: Portfolio Credit Risk in P2.T6. Credit Risk Measurement & Management.Where can we get link to the Copula video?
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Clay Carter replied to the thread Hull, Chapter 19. Credit Value at Risk.Good question, and it gets at something students often trip over in this example. The time frames are actually intentionally different... -
VVicky26 posted the thread Hull, Chapter 19. Credit Value at Risk in P2.T6. Credit Risk Measurement & Management.for BBB to B calculation for PV is at t=1month which is compared with current price which is at t=0. Shouldn't the time frame be same...
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