JARROW TURNBULL MODEL
One of the first reduced-form credit model designed by Robert Jarrow and Stuart Turnbull. The model uses multi-factor and dynamic analysis of interest rates in computing the probability of default. Structural models are the other approach to credit risk modelling.
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Thierry Desmarest
Chairman, and former Chief Executive Officer and President of Total, one of the biggest oil and gas firms worldwide. During his tenure, the company ...
Bank Stress Test
Analysis done because of unfavorable economic scenarios that is needed to know if a bank has enough capital with the impact of the development. ...
Interest Rate
The amount charged by a lender to a borrower for using assets. Expressed as a percentage of principal, these are usually noted on an annual basis, ...
Cracking
Method of breaking down a larger product into smaller by-products. Used in the oil and gas industry, this can be accomplished by employing various ...
Quasi-Reorganization
This is a procedure where recapitalization is achieved through the elimination of the deficit that exists and the establishment of a new earned sur ...
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| 14:30 | Wholesale Sales | Feb | |
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| 14:30 | NY Fed Empire State manufacturing index | Apr | |
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| 16:00 | NAHB Housing Market Index | Apr | |
| 04:00 | Real GDP | 1 quarter |
