Derivatives issues in Investment Management :: CMA Release Research on Cumulative Probability of Default Calculations

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CMA Release Research on Cumulative Probability of Default Calculations

by Sean Sprackling on Wed 10 Sep 2008 14:28 BST | Permanent Link | Cosmos

CMA has released a brief research study (attached) that quantifies risk in sovereign debt according to Cumulative Probability of Default (CPD). CPD calculations are now included in DataVision for over 1,200 sovereign and corporate entities as part of the end of day file.

Keywords: CME

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