#Creditrisk FAQ “What is the best-fitting [minimizing trade-weighted squared NPV errors on bonds] combination of recovery rate and liquidity parameter for JPMorgan $JPM? Answer via https://t.co/ch2m2jWGVP.
Here’s the proof from Robert Jarrow #CVA  #credit https://t.co/4r6XHf5lSx https://t.co/5qm0OSYIpe