New readings
New videos are up in Section 2 [2.26a CSFB Credit Portfolio Modelling Handbook] and Section 3 [3.36 FE-C174-10: Deciphering the Liquidity and Credit Crunch 2007-2008].
Make sure you get the file downloads with these. With 2.26a, there is a spreadsheet that goes along with the lecture, so you can see how the calculations from the reading are done. Lesson 3.36 has just a PDF file of the accompanying notes].
There will be lots more being added this week, in the review section. If you haven’t checked it out already, the review section is within the Online Seminar section, and is labeled “AFE Spring 2010 Review”. Currently there is a condensed outline for all the sections, and review cards in PDF. There will be more videos and PDFs coming up, on the case study and actual exam problems and strategy in answering these.