credit exposure
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Credit Exposure Profiles
Hi @David Harper CFA FRM I am trying to understand the credit exposure profiles in Ch13. For an IRS (Pay Fix, Recieve Float): The scenario in the notes where i_fix>i_flt initially, then reverses afterward, as the yield curve slopes upwards. Why initially when I am paying net on the swap the...- WhizzKidd
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- Forum: P2.T6. Credit Risk (25%)