The strange and the completely predictable
Two facts. It is with no shock whatsoever that I report that Moody's has made yet another stuff up in CPDO modelling.
What is bizarre, though, is that someone at the FT seems to know what a copula is. See here for both.
What is bizarre, though, is that someone at the FT seems to know what a copula is. See here for both.
Labels: CPDO, Model risk
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