Episoder
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Vince Kaminski discusses the recent spate of commodity defaults.
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University of Texas professor of finance Ehud Ronn talks about using a financial-economics approach to forecast crude oil spot prices.
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Mangler du episoder?
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Clearing house is “seriously considering” contributing to own default waterfall, says John Fennell
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As many as 70 banks globally could adopt internal model approach for market risk capital, says Tim Lind, in the first of our Risk.net podcasts
