by Saril Mamballi | Aug 3, 2026
by Saril Mamballi | Aug 3, 2026
by Saril Mamballi | Aug 3, 2026
by Nina Brumma | Jul 30, 2026
by Saril Mamballi | Sep 3, 2025
We are excited to share our new report Asset Correlations in Credit Risk: An Empirical Study with GCD Data. Drawing on our large PD & rating dataset of corporate obligors in Europe and North America (2008–2023), the study estimates default-based asset...