Difference between revisions of "Credit Index"

From Open Risk Manual
(Replaced content with "== Definition == '''Credit Index'''. A reference index that is a function of credit events that change the value of an underlying portfolio Category:Basket Indices")
 
(No difference)

Latest revision as of 12:17, 18 February 2024

Definition

Credit Index. A reference index that is a function of credit events that change the value of an underlying portfolio