Default propensity implicit in pulled to par V@R for bonds (Q5040248)
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scientific article; zbMATH DE number 7599541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default propensity implicit in pulled to par V@R for bonds |
scientific article; zbMATH DE number 7599541 |
Statements
Default propensity implicit in pulled to par V@R for bonds (English)
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11 October 2022
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value-at-risk
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bonds
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default probability
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recovery given default
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