Pietro Veronesi
Deputy Dean for Faculty and Sherman and Vivian Chao Distinguished Service Professor of Finance
Pietro Veronesi
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Pietro Veronesi
The Credit Risk Laboratory
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IN THIS SECTION
Overview
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Applications
SPX-Based Credit Spread Indices: Investment Grade (IG) and High Yield (HY)
Oil- and Gold-Based Credit Spreads during the Financial Crisis
Pseudo Credit Spreads of Pseudo Financial Firms during the Financial Crisis
Pseudo Banks and Default Risk in Banking
Methodology
What are "pseudo firms"?
Why is the balance sheet of a pseudo firm observable?
Why are "pseudo firms" useful as experimental entities?