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Hazard Rate / Default Intensity and its Interpretations (FRM Part 2 Book 2 Credit Risk)
In this short video from FRM Part 2 (Credit Risk section), we explore the various interpretations of the hazard rate / default intensity a construct that we encounter while studying reduced form models of credit risk. This video is an addendum to the FRM Part 2 online course (https://www.finRGB.com/courses/frmpa....
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