When walking through Reading 10 (Hull Chapter 19) in the Credit Risk book today, the BT associated slide deck has the following 2 tables with explanatory text on slides 18 and 19. The slides appear to discuss the same concept from CreditMetrics in depicting transition probabilities for 1 year...
Again, massively helpful and thanks for the clarity.
I think I see how Risk Constribution framework is relevant now. In the video David (I think) discusses it as being a similar but perhaps more useful conceptualization (my words, not his). In hindsight, looking at it now it appears the...
The study notes and the video for Credit Risk Reading 4, "Capital Structure in Banks" discuss both UL Contribution and Risk Contribution. They each also work identical 2 asset portfolio to determine the risk contribution from each loan...though the risk contribution results are somewhat...
Thanks for the message Nicole and thanks for checking with them. I looked in spam just now and didn't see it so I think I probably deleted it. I've added the support desk to my email contacts.
Is it possible that they can send it again or would it be easier if I created a new ticket? I...
I sent a customer support request late last week regarding the following issues, but haven't heard back. Maybe I missed their email or maybe it is still being worked on but I thought I'd post here for some guidance in case I've missed something.
Once I have completed a quiz in the interactive...
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