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Collateralised debt obligations, credit risk modelling, rating agencies
CDOs, Collateralized debt obligations, credit risk exposures, pool assets, binominal expansion technique, monte carlo simulation, senior tranche rating
risk management, stress test scenarios, G-10 central banks
Corporate Finance, Monetary Transmission, Risk Management
Securitisation, Retention Requirements, Tranching, Screening Incentives
retention requirements, screening incentives, securitisation, tranching
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Borrower screening, Retention requirements, Securitisation, Tranching
complex instruments, ratings, structured finance
ABX, credit risk, subprime mortgages, pricing
market liquidity, market-making, fixed income markets
CDOs, ratings, value-at-risk
banks, stress testing
Basel III, density ratio, global systemically important banks, leverage ratio, macroeconomic impact, risk-shifting
Risk Map, International Banking, Financial Crises, Yen Carry Trade, Funding Risk
ABX index, mortgage-backed securities, pricing, risk premia
Derivatives, Monetary Policy Transmission, VAR Models
Asset management, delegation, industry organisation
Credit default swaps, emerging markets, financial crisis, spillovers
Exchange rates, M&A activity
central banks, green bonds, reserve management, sustainability
