Tagged Questions
2
votes
1answer
230 views
desk's performance
I need your point of view in evaluating the monthly performance of a desk.
I have the daily
credit risk capital requirement (A);
the net banking income or GNP (B).
What is the best measure of ...
3
votes
1answer
207 views
How do I backfill the price of bonds for backtesting?
I need to backfill the price of bonds for testing a startegy.
The method employed is:
Regressing the YTM of the bond against a benchmark.
Using the regression estimates to calculate the YTM for the ...
