Hi
Sorry to chase you on this, but I've finished working on all available chapters on credit topics.
Would you have an idea on the timing you'd be able to deliver Gregory, Golin and Stulz study notes?
I know it's quite a workload and I'm sure they will be of excellent quality as usual.
Up to...
Hi David,
Let me try this: "correlation between credit exposures within a credit portfolio, will also
affect expected loss".
I think correlation is not affecting excepted loss but rather affecting extreme tail like credit var or unexpected loss...
thanks,
Mehdi
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