Stanislas de Calonne Head of Credit Risk Risk Management in the Energy Trading Market 23rd June 2008 - PowerPoint PPT Presentation

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Stanislas de Calonne Head of Credit Risk Risk Management in the Energy Trading Market 23rd June 2008

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Ponderation of the deal : net ERC ('ERC' = Credit Risk Equivalent) = 15M ... External rating : A (S&P) = coefficient of ponderation : 50 ... – PowerPoint PPT presentation

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