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dsquared (guest) meinte am 4. Mar, 19:12:
Quants vs analysts!
Unfortunately, this is only true when default solely happens due to idiosyncratic reason such as illness or a divorce, i.e. when the default of one friend is not related to the default of another friend.

This is why you quants will always need one or two streetwise neanderthals like me about, to remind you that there are all too many cases where the divorce of one set of friends is intimately related to the divorce of another set of friends! 
Mahalanobis antwortete am 5. Mar, 21:04:
Set of friends
I've actually thought about that! I work for a pretty small organization but at least twice a year a woman goes on maternity leave because she got pregnant from a co-worker. And homicide statistics tell us that you are most likely to get killed by somebody you know.

I often have to think of what a philosophy professor and old friend of mine once told me: You can have as many extramarital affairs as you like. This might even be good for your relationship. But keep one thing in mind: Never ever shit in your own backyard!

The only reason why quants would stop listening to streetwise analysts is that at one point they would have to admit that an educated guess beats a sophisticated model more often than not... 
BlackMen (guest) antwortete am 6. May, 13:42:
BlackMen
In case the economy does very well, hardly anybody will default (even an expensive divorce is not an issue) and in case the economy enters into a deep recession, the default rate goes north. The sensitivity of each obligor to this systemic factor and the correlation among the obligors is given by √ρ and ρ, respectively. vacuum reviews 
BlackMen (guest) antwortete am 21. May, 08:01:
BlackMen
The sensitivity of each obligor to this systemic factor and the correlation among the obligors is given by √ρ and ρ, respectively. Caravans West 
BlackMen (guest) antwortete am 30. May, 10:49:
BlackMen
we don't have any good empirical data to calibrate this model. So we make the following assumption: hillford 
BlackMen (guest) antwortete am 1. Jun, 17:48:
BlackMen
The sensitivity of each obligor to this systemic factor and the correlation among the obligors is given by √ρ and ρ, respectively.IvansTips.com 
BlackMen (guest) antwortete am 5. Jun, 15:07:
BlackMen
The sensitivity of each obligor to this systemic factor and the correlation among the obligors is given by √ρ and ρ, respectively.regime da usp 
BlackMen (guest) antwortete am 11. Jun, 08:09:
BlackMen
The sensitivity of each obligor to this systemic factor and the correlation among the obligors is given by √ρ and ρ, respectively. van hire 

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