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 screenshot I shared). How to access that.
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 for loss calculation ?
Chapter on mentioned thread was added in 2025 curriculum but I could not find video on the same. Please update the material including video and question bank at the earliest. I want to complete market Risk in this week.
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