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  1. S

    Anyone got their results

    No Yet, still waiting ...
  2. S

    Understanding the term structure

    Hi David, As we have read that there are 2 type of term structure: 1) Upward sloping term structure 2) Downward sloping term structure Upward sloping term structure is normal what we observe in industry.But I was wondering, in which circumstances a downward sloping term structure will...
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    Obligation acceleration and Obligation

    Thanks David This has cleared the picture in my mind suhail
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    Obligation acceleration and Obligation

    Hi David, Can you help me understanding these two terms. "where the relevant obligation becomes due and payable as a result of a default by the reference entity before the time when such obligation would otherwise have been due and payable" can you provide some example of this...
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    CLN and CDS

    main difference which I see is that ...CLN is an on-balance sheet item where as CDS will be off balance sheet... David can you give some more insight on this
  6. S

    GINI/CAP

    Or in other words you can say that if your population has X% bads then you would expect that perfect model should help you sorting the population in such a manner that your first X% of the population is the total % bads in the population....
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