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Re:Credit Suisse finds ‘material weakness’ in reporting, scr... by lordnacho on Tuesday March 14, 2023 @01:43PM (#35155376)
A fudge factor that makes your models agree with observation? Yeah, pretty much. I was never an expert in CDS so I always wondered if other people had better ways of dealing with it. But nobody I've come across has ever offered anything other than 40%.

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