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US managers target European banks
10 years ago
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 -
Taking account of ratings migrations
12 years ago
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
2 results found Showing page 1 of 1
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