{"id":975,"date":"2025-10-27T12:48:34","date_gmt":"2025-10-27T13:48:34","guid":{"rendered":"http:\/\/www.ateliersfurrer.com\/?p=975"},"modified":"2025-11-04T13:25:08","modified_gmt":"2025-11-04T13:25:08","slug":"long-term-stochastic-credit-modelling-for-matching-adjustment-portfolios","status":"publish","type":"post","link":"http:\/\/www.ateliersfurrer.com\/index.php\/2025\/10\/27\/long-term-stochastic-credit-modelling-for-matching-adjustment-portfolios\/","title":{"rendered":"Long-term stochastic credit modelling for Matching Adjustment portfolios"},"content":{"rendered":"
A practical briefing which quantifies how often MA portfolios earn the Matching Adjustment across ratings, terms and strategies.<\/p>\n","protected":false},"excerpt":{"rendered":"
A practical briefing which quantifies how often MA portfolios earn the Matching Adjustment across ratings, terms and strategies.<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[14],"tags":[],"_links":{"self":[{"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/posts\/975"}],"collection":[{"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/comments?post=975"}],"version-history":[{"count":1,"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/posts\/975\/revisions"}],"predecessor-version":[{"id":976,"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/posts\/975\/revisions\/976"}],"wp:attachment":[{"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/media?parent=975"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/categories?post=975"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.ateliersfurrer.com\/index.php\/wp-json\/wp\/v2\/tags?post=975"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}