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Trang chủ › Forums › FRM® part II › FRM® part II – CREDIT RISK › FRM2. CR: PD cummulative, PD marginal

FRM2. CR: PD cummulative, PD marginal

Trang chủ › Forums › FRM® part II › FRM® part II – CREDIT RISK › FRM2. CR: PD cummulative, PD marginal

FRM2. CR: PD cummulative, PD marginal

  • Teaching Assistant
    Keymaster
    05/02/2024 at 4:12 pm

    Học viên: Cô ơi, cho em hỏi môn CR Chap 7. Trong công thức EL=PDxLGDxEAD thì thực tiễn mình sử dụng PD này là PD cum/PD marginal hay PD fw ạ?  

    Giảng viên: PD cummulative nhé. PD marginal dùng cho tính CVA PD forward tính CDS 

    10/11/2023 

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