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Learner here -- I've been looking at the textbook Fixed Income Securities: Valuation, Risk, and Risk Management by Veronesi, but they don't discuss EAD, PD, etc. for calculating EL. Shouldn't these components be part of 'risk management' or am I missing something?
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Or do these components have nothing to do with fixed income securities? What textbook would you recommend? Is there any free data available for an example exercise (similar to this video -- a bit dated, so the video's data is no longer free)?
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