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Record W2032942524 · doi:10.3905/jod.2006.667547

Valuing Credit Derivatives Using an Implied Copula Approach

2006· article· en· W2032942524 on OpenAlexaff
John C. Hull, Alan White

Bibliographic record

VenueThe Journal of Derivatives · 2006
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCredit Risk and Financial Regulations
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsTrancheCopula (linguistics)Collateralized debt obligationCredit derivativeiTraxxEconometricsVolatility (finance)Synthetic CDOPortfolioBondCredit riskIssuerCredit default swapEconomicsComputer scienceCredit valuation adjustmentFinancial economicsActuarial scienceFinance

Abstract

fetched live from OpenAlex

Credit derivatives are among the most important new financial instruments, but also among the most complicated. Each individual issuer is continuously exposed to default risk, and default intensity looking forward is not constant. It typically has a term structure, as revealed in the CDS market. A portfolio of risky bonds, as in a CDO, aggregates the individual risks, and now the correlations among them also become important. CDO tranches then redistribute and split up this aggregate exposure among a set of new securities. Evaluating the resulting tranche exposures requires a model for the individual default risks and their correlations, but even in the industry-standard Gaussian copula model, the problem is computationally intractable without heroic simplifying assumptions. The plainest vanilla model assumes correlations are equal for all pairs of credits. Then, analogous to the way an implied volatility can be extracted from an option9s market price, the implied correlation can be extracted from a CDO tranche price. But, as with implied volatility, the resulting tranche correlations differ widely for different tranches, leading to the use of „base correlation,” a different implied correlation concept. Base correlation is still inconsistent with the model it is derived from, but it is not quite as badly behaved as tranche correlations. In this article, Hull and White offer an alternative approach that considerably reduces the inconsistencies in calibrating a copula to a set of CDO tranche prices. The secret is to make default intensities and recovery rates stochastic, rather than requiring a single value. By imposing the restrictions that the single-name CDS and the CDO tranches must all be priced by the model just as they are in the market, and that the probabilities for the set of possible individual default intensities must sum to 1 and exhibit maximum smoothness, Hull and White are able to imply tranche correlations that are much better behaved than the standard approach. The last part of the article extends their procedure in a number of directions, to nonstandard attachment points, bespoke portfolios, and CDO-squared securities. TOPICS:Credit default swaps, credit risk management, CLOs, CDOs, and other structured credit

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.003
Threshold uncertainty score0.013

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.010
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.003
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.064
GPT teacher head0.260
Teacher spread0.196 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations158
Published2006
Admission routes1
Has abstractyes

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