QFIP-134-19: Quantitative Credit Portfolio Management, Ben-Dor, et. al., 2012, Ch. 5, 6

Use this thread to discuss ANYTHING and EVERYTHING related to this syllabus reading.
Some possible questions include:

  • How can this reading be tested?
  • I don’t understand a specific topic/formula - Can we discuss this?
  • This reading gives me nightmares. Can we talk through it a bit?

Good luck!