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Title: A multi-name structural credit risk model with a reduced form default trigger Mathieu Boudreault (UQAM and HEC Month?all) Geneva’ve Gauthier (HEC Month?all) Abstract: In this talk, we present
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A multi-name structural credit is a financial instrument that pools together multiple credits or loans into a single security.
Financial institutions and other entities involved in securitization transactions are typically required to file a multi-name structural credit.
The specific process for filling out a multi-name structural credit may vary, but it generally involves providing details about the underlying credits or loans included in the security as well as relevant financial information.
The purpose of a multi-name structural credit is to create a more diversified investment product by bundling together multiple credits or loans, potentially reducing risk and enhancing liquidity.
The information to be reported on a multi-name structural credit typically includes details about the underlying credits or loans, such as their credit quality, maturity dates, interest rates, and collateral.
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