<t>Hi all,I'm doing some stress tests. I'm supposed to compare the current interest rate and the interest rate back in 2008. One way is to get average interest rate from 2007 to 2010. My supervisor suggested that I could also use '2 standard deviation lowest rate', which I don't quite understand wha...

Hi all,I just started working for a firm and I'm in the counterparty credit risk team. I'm wondering if anyone could recommend me one or two good textbooks to read or any good online tutoring website on the subject.Any advice would be greatly appreciated.Thanks