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STATIC MULTIPLE RISK FACTOR MODEL EXAMPLES DYNAMIC RISK FACTOR MODEL DYNAMIC MODEL FOR DEFAULT AND LOSS GIVEN DEFAULT CONCLUDING REMARKS
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Document Date: 2010-04-30 17:24:40

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File Size: 434,97 KB

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Company

iTraxx Insurance Linked Securities / Mortgage Backed Securities / /

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life insurance / /

Person

Patrick Gagliardini / EXAMPLES DYNAMIC / Christian Gouriéroux Granularity / Christian Gouriéroux / Expected Shortfall / /

Position

/ Risk Measures STATIC MULTIPLE RISK FACTOR MODEL / STATIC MULTIPLE RISK FACTOR MODEL / MODEL / RISK FACTOR MODEL / /

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