smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2019SMQ / 245737635793428
Financial revolution in republican China during 1900–37: a survey and a new interpretation
Ma, Debin
bankingResource overview

Financial revolution in republican China during 1900–37: a survey and a new interpretation

Paper2019

by Ma, Debin

Tags
banking

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for credit and counterparty risk. Specialist prerequisites vary by paper.

Before you read

  1. Credit Instruments, PD/LGD/EAD, and Rating Migration

    Separate default probability, loss severity and exposure.

  2. Conditional Expectation

    Read conditional default and exposure quantities.

Go further

  1. Threshold Models and the Gaussian Copula for Portfolio Default

    Study dependence between defaults.

  2. CVA and DVA

    Connect exposure and counterparty losses to valuation adjustments.

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Counterparty Credit Risk and CVA

Keep exploring

Related resources

More ideas from similar topics.

6