CreditMetrics – Part 1
Monday
A review of the method used in the first building block of CreditMetrics, a ratings-based credit risk portfolio model
Duration : 10 min 20 sec
[veoh v16373171YYQMcnGs]
A review of the method used in the first building block of CreditMetrics, a ratings-based credit risk portfolio model
Duration : 10 min 20 sec
[veoh v16373171YYQMcnGs]