In search of a grand unifying theory
Tomasz Bielecki, Areski Cousin, Stéphane Crépey and Alexander Herbertsson describe the construction of a model that aims to make credit correlation work bottom-up and top-down
Subscriber-only article
This article is available only to Creditflux subscribers and free trial users within 30 days of publication.
Already a subscriber? Not logged in? Click here to login.
If you have not already done so,
you may request a FREE TRIAL by clicking here
This trial will give you:
- 4-weeks' free online access to our
most recent subscriber-only articles - Daily breaking news alert sent by email
- A print copy of Creditflux
If you currently have a free trial, you will see this message when you try to view articles older than 30 days.
Newsletter
- Retail interest fuels third-party CLO equity return 13 days ago
- Private credit firms begin creating desks for push into secondary trading 13 days ago
- Ares strategy ‘links investing to purpose’ with 5-10% of profits donated to charity 13 days ago
- Milbank reaches largest ever size in Europe with marquee partner hire 13 days ago
- Shenkman sees opportunity in ‘volatile, liquid bond market’ as it launches CBO 13 days ago