Latest activity
-
Clay Carter replied to the thread Chapter 9: Structured Credit Risk.Hi @Vicky26 @Vicky26 When we built Table 8.4, we wanted to highlight this dynamic. The Senior Tranche VaR can look surprisingly... -
VVicky26 posted the thread Chapter 9: Structured Credit Risk in P2.T6. Credit Risk Measurement & Management.Why is VAR value so high for Senior Tranche ?
-
-
VVicky26 replied to the thread P2-T6-Malz, Chapter 8: Portfolio Credit Risk.Its in the video for Portfolio Credit Risk and tutor refers to the link that can be used to access detailed video on Copula.
-
Nicole Seaman replied to the thread P2-T6-Malz, Chapter 8: Portfolio Credit Risk.@Vicky26 Can you please provide a link or name of the document in your screenshot so I can check the link you are referring to? Thank you.
