PD to infer equity cushion

iagopp

New Member
Hi David,

I was studying the Nocco assignment related to ERM and setting an equity cushion in order to avoid default.

In your slides you go further even than the original Nocco paper, calculating the equity cushion using the PD

Is it possible that you share your calculations? It is no longer an excel file in the study planner?

Thank you in advance1545262044216.png
 

Nicole Seaman

Director of CFA & FRM Operations
Staff member
Subscriber
Hi David,

I was studying the Nocco assignment related to ERM and setting an equity cushion in order to avoid default.

In your slides you go further even than the original Nocco paper, calculating the equity cushion using the PD

Is it possible that you share your calculations? It is no longer an excel file in the study planner?

Thank you in advanceView attachment 1870

Hello @iagopp

If you go to the Topic Review section in the study planner, you will see spreadsheet bundles. The spreadsheet that you are referring to is located within the 7b XLS bundle here: https://learn.bionicturtle.com/topic/learning-spreadsheets-p1-t7-b-xls-bundle/.

Thank you,

Nicole
 

Lucu0088

New Member
Hello @iagopp

If you go to the Topic Review section in the study planner, you will see spreadsheet bundles. The spreadsheet that you are referring to is located within the 7b XLS bundle here: https://learn.bionicturtle.com/topic/learning-spreadsheets-p1-t7-b-xls-bundle/.

Thank you,

Nicole

Hi Nicole,

I have the same question as iogopp and I cannot find the link as you mentioned above. Could you please advise where can I see the spreadsheet bundles?
Thank you!
 

Nicole Seaman

Director of CFA & FRM Operations
Staff member
Subscriber
Hi Nicole,

I have the same question as iogopp and I cannot find the link as you mentioned above. Could you please advise where can I see the spreadsheet bundles?
Thank you!
@Lucu0088

You should now be able to see the spreadsheet bundles in the study planner under the Topic Review sections.
 
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