8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

1/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

2/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

3/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

4/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

5/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

6/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

7/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

8/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

9/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

10/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

11/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

12/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

13/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

14/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

15/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

16/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

17/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

18/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

19/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

20/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

21/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

22/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

23/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

24/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

25/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

26/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

27/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

28/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

29/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

30/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

31/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

32/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

33/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

34/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

35/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

36/37

8/11/2019 Pricing Interest Rate-Sensitive Credit Portfolio Derivatives

37/37