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  • US managers target European banks
    Credit hedge funds have continued to attract investors despite fears over the Fed’s tapering plans. Regulatory capital-style strategies have seen the biggest recent inflows

    10 years ago

  • Taking account of ratings migrations
    Vivien Brunel describes a way to model credit prices without having to rely on narrow historical data about ratings, and looks at its use in a calculation of incremental risk charge

    12 years ago

2 results found Showing page 1 of 1

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