DCC-GARCH model

Integration of the CCQI Index into Credit Risk Models

1.1 Adaptation of the Merton Model: Adjustment of the Probability of Default (PD) using the CCQI Index The integration of…

2 months ago

Construction of the Steelldy CCQI Index and Characterization of Carbon Credit Titles (TCC)

CCQI index and characterization of TCMs: Tracking Tokenization of RWAs and Carbon Credits 1.1 Methodology for the STEELLDY CCQI (Climate…

2 months ago