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Technical Note - Modeling Non-listed Obligors in CreditManager - May 2014

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Technical Note - Modeling Non-listed Obligors in CreditManager - May 2014

May 13, 2014

In this Technical Note, we present the enhanced Asset-Based Rule and refit the model using the latest available MSCI equity index data. This enhancement offers an improved estimation methodology of the model as well as increasing the coverage to a wider range of markets.


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Research authors

  • Attila Agod
  • Tamas Matrai
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