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PD to infer equity cushion

iagopp

New Member
Subscriber
Thread starter #1
Hi David,

I was studying the Nocco assignment related to ERM and setting an equity cushion in order to avoid default.

In your slides you go further even than the original Nocco paper, calculating the equity cushion using the PD

Is it possible that you share your calculations? It is no longer an excel file in the study planner?

Thank you in advance 1545262044216.png
 

Nicole Seaman

Chief Admin Officer
Staff member
Subscriber
#2
Hi David,

I was studying the Nocco assignment related to ERM and setting an equity cushion in order to avoid default.

In your slides you go further even than the original Nocco paper, calculating the equity cushion using the PD

Is it possible that you share your calculations? It is no longer an excel file in the study planner?

Thank you in advance View attachment 1870
Hello @iagopp

If you go to the Topic Review section in the study planner, you will see spreadsheet bundles. The spreadsheet that you are referring to is located within the 7b XLS bundle here: https://www.bionicturtle.com/topic/learning-spreadsheets-p1-t7-b-xls-bundle/.

Thank you,

Nicole
 
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