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Rohan Douglas

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Name: Margin Procyclicality – Curbing Future Risks?
Start: 2024-05-15T10:00:00+00:00
End: 2024-05-15T11:00:00+00:00

May 13, 2008 - Rohan Douglas - 0 Comment

The recent volatility in the credit markets has made CDO base correlation calibration difficult for many market…