Tagged Questions

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Difference between the Nominal spread and Z-spread

Can anyone explain how and why the difference between the nominal spread and the Z-spread changes with the shape of the spot curve of a security? For example, when the spot curve …
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T1 - “cross sectional dependence test” in Excel

Anyone done this before in Excel?
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4 views

Liquidity Risk Management

How do you identify liquidity risk, what methodology is used to measure this risk? I'm doing a dissertation on liquidity risk management for financial institutions (banks), so ple …