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مجموعه آموزشی جامع فارکس

بایگانی‌ها Macro Derivatives - مرجع آموزش بازار بورس و فارکس

Managing Credit Risk With Credit And Macro Derivatives

We use the industrial organization approach to the microeconomics of banking, augmented by uncertainty and risk aversion, to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large commercial bank. In a partial-analytic framework we distinguish between the probability of default and the loss given default, model different forms of […]

تاریخ : مارس 23rd, 0846