World Scientific 2006 Merrill Lynch some of the copula limitations 2006
Who published "Credit Correlation: Life After Copulas" in 2007? When did relevant warnings and research on CDOs appear in an article by Donnelly and Embrechts? The volume "Credit Correlation: Life After Copulas" summarizes a 2006 conference held by what firm in London? What did the volume "Credit Correlation: Life After Copulas" propose models to rectify? What year did the book by Brigo, Pallavicini and Torresetti report warnings and research on CDOs?
Despite the dominance of the above formula, there are documented attempts of the financial industry, occurring before the crisis, to address the formula limitations, specifically the lack of dependence dynamics and the poor representation of extreme events. The volume "Credit Correlation: Life After Copulas", published in 2007 by World Scientific, summarizes a 2006 conference held by Merrill Lynch in London where several practitioners attempted to propose models rectifying some of the copula limitations. See also the article by Donnelly and Embrechts and the book by Brigo, Pallavicini and Torresetti, that reports relevant warnings and research on CDOs appeared in 2006.
question: Who published "Credit Correlation: Life After Copulas" in 2007?, answer: World Scientific | question: When did relevant warnings and research on CDOs appear in an article by Donnelly and Embrechts?, answer: 2006 | question: The volume "Credit Correlation: Life After Copulas" summarizes a 2006 conference held by what firm in London?, answer: Merrill Lynch | question: What did the volume "Credit Correlation: Life After Copulas" propose models to rectify?, answer: some of the copula limitations | question: What year did the book by Brigo, Pallavicini and Torresetti report warnings and research on CDOs?, answer: 2006