Recovery: Revision history

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21 March 2023

16 March 2023

  • curprev 17:0517:05, 16 March 2023‎ DrKazza talk contribs‎ 2,627 bytes +2,627‎ Created page with "The Recovery of a Credit Event is used in two main situations, Pricing and Settlement. == Recovery Assumption - Pricing == When pricing Credit Derivatives it is almost impossible to escape the Recovery Assumption when building a pricing model. The discounting models will have a discount factor linked to the probability of survival, that is obviously one of the major unknowns in the market however given the price of a bond (or a credit derivative) one can work out the m..." Tag: Visual edit
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