Robert Michael Gingrich

affiliation not provided to SSRN

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Scholarly Papers (1)

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Systemic Credit Risk: What is the Market Telling Us?

Financial Analysts Journal, Vol. 64, No. 4, 2008
Posted: 23 Sep 2008
Vineer Bhansali, Robert Michael Gingrich Jr. and Francis A. Longstaff
Pacific Investment Management Company (PIMCO), affiliation not provided to SSRN and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

Derivative Instruments, Debt Derivatives, Debt Investments, Risk Measures, Credit Analysis