Scan barcode
32 pages • missing pub info (editions)
ISBN/UID: 9781288704637
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 05 February 2013
Description
In its complexity and its vulnerability to market volatility, the CPDO might be viewed as the poster child for the excesses of financial engineering in the credit market. This paper examines the CPDO as a case study in model risk in the rating of ...
Community Reviews
Content Warnings
32 pages • missing pub info (editions)
ISBN/UID: 9781288704637
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 05 February 2013
Description
In its complexity and its vulnerability to market volatility, the CPDO might be viewed as the poster child for the excesses of financial engineering in the credit market. This paper examines the CPDO as a case study in model risk in the rating of ...