Building Models For Credit Spreads
Found 5 free book(s)This page intentionally left blank - AfriHeritage
www.afriheritage.orgContents vii 4.12 Parameter stability tests180 4.13 A strategy for constructing econometric models and a discussion of model-building philosophies191
FIXED INCOME - Research Affiliates
www.researchaffiliates.comFIXED INCOME | 5 Expected Return Methodology The model for forecasting fixed income returns is adapted from a model detailed by Antti Ilmanen (1995), and incorporates five components: yield, roll return, credit loss, change in interest rates and spreads, and currency
Infrastructure investments - Building a better working world
www.ey.comContents 03 Executive summary 04 Introduction 07 Current state of the infrastructure investments market The evolving regulatory climate — current requirements and Solvency II 12 17 Operational management of infrastructure assets 21 Appendix 22 Conclusion
The Basel II Risk Parameters - HKFRM
www.hkfrm.orgBernd Engelmann l Robert Rauhmeier Editors The Basel II Risk Parameters Estimation, Validation, Stress Testing – with Applications to Loan Risk Management
CME Historical Data FAQ
www.cmegroup.comCME Historical Data FAQ Pricing/Ordering Information 1) What historical data does CME have available? a. Time & Sales Time & Sales contains the official record of trade times, prices and quantities