Many thanks to Nada Mt for sponsoring this video! You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Hi , at the university i have studied: interest rate risk, market risk and liquidity risk. Unfortunately i didn t study credit Risk. Are there courses more operative or books and that analyses credit Risk in theory and in practise? Thanks
Приветствую! Нашел Вас на просторах ютуба, хотел спросить о коинтеграции по тесту дики фуллера для крипты, одной пары с другой, можете написать что поочередно применить для двух этих ценовых рядов?
KMV model use real default rate generated from large sample text, and the real default probability is using default distance to search on the experienced default table. Therefore, the model you demonstrated is not actually the KMV model, but rather to take the step to calculated the future debt as short debt + long-term debt*0.5. However, if the KMV default table is not published by moody, there is no way we can do this experiement.
why do we take the book value of assets in the first iteration instead of the market cap like you did in the basic Kmvmodel vid? I would rly appreciate an answer?
Many thanks to Nada Mt for sponsoring this video!
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Hi , at the university i have studied: interest rate risk, market risk and liquidity risk. Unfortunately i didn t study credit Risk. Are there courses more operative or books and that analyses credit Risk in theory and in practise?
Thanks
Приветствую! Нашел Вас на просторах ютуба, хотел спросить о коинтеграции по тесту дики фуллера для крипты, одной пары с другой, можете написать что поочередно применить для двух этих ценовых рядов?
KMV model use real default rate generated from large sample text, and the real default probability is using default distance to search on the experienced default table. Therefore, the model you demonstrated is not actually the KMV model, but rather to take the step to calculated the future debt as short debt + long-term debt*0.5. However, if the KMV default table is not published by moody, there is no way we can do this experiement.
Great video! Thanks!
why do we take the book value of assets in the first iteration instead of the market cap like you did in the basic Kmvmodel vid?
I would rly appreciate an answer?
Can be solve without solver, and can you make a video about it, great videos, keep the good work.
😀 Many thanks ))
sir, how did you take this data?
*Promo SM* ❣️