Model Breakdowns Pop Up In Credit Correlation
Models used to price tranches in the corporate credit correlation market are giving strange outputs to many of the moves taking place in the underlying indices and single-names.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts
