Credit and Counterparty Risk

Content type Date Title Tags
ERM Resource On Measures for Illustrating Credit Risk Assessments: the case of heat maps, risk matrices, and cubes Credit and Counterparty RiskCredit Riskfinancial stabilityheat mapRisk Reporting and CommunicationSveriges Riksbank
ERM Resource Single-name concentration risk in credit portfolios: a comparison of concentration indices BankingBasel IIConcentration RiskCredit and Counterparty RiskGini IndexHall-Tidemann indexHannah-Kay indexHerfindahlHirschman indexRisk Management Tools and TechniquesTheil entropy index
ERM Resource Analyzing Concentration Risk Basel IIConcentration Risk measuresCredit and Counterparty RiskRisk Management Tools and Techniques
ERM Resource Concentration risk and the optimal numberof central counterparties for a single asset Central Counterparty (CCP)Clearing HouseConcentration RiskCredit and Counterparty RiskNo categoryOTC Derivatives
ERM Resource Supervisory Letter - Concentration Risk Concentration RiskCredit and Counterparty RiskCredit defaultcredit failurecredit unionsRecessionRegulationRisk Identification and Classification
ERM Resource Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Concentration RiskCredit and Counterparty RiskDiversificationGranularity adjustmentIdiosyncratic riskMonte Carlo simulationRisk Management Tools and TechniquesSystemic Riskvalue at risk
ERM Resource Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases BankingConcentration RiskCredit and Counterparty RiskCredit ConcentrationEconomic CapitalRisk Management Tools and Techniques
ERM Resource Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets BaselConcentration RiskCredit and Counterparty RiskHaar waveletsLaplace transformOption PricingPortfolio Credit RiskRisk Management Tools and Techniques
ERM Resource Credit Risk Transfer and Contagion Contagion RiskCredit and Counterparty RiskFinancial innovationNo categoryPareto inferior
ERM Resource On the effectiveness of hedging strategies for variable annuities Credit and Counterparty RiskhedgePut optionRisk Management Tools and Techniquesvariable annuityVolatility risk
ERM Resource Enterprise Risk Management Program Quality: Determinants, Value Relevance, and the Financial Crisis Benefits of ERMCompliance and Corporate GovernanceCredit and Counterparty Riskfirm performance and valuerisk managementRisk Measurement
ERM Resource Risk Management and Risk Management Failure: Lessons for Business Enterprises Agency RiskBenefits of ERMBusiness enterprisesBusiness failuresCredit and Counterparty RiskOperational RiskPlant shutdownsRisk management in businessSecurities marketsStrategy
ERM Resource An integrated Cost of Risk model and its application to company valuation Credit and Counterparty RiskEconomic / Risk Based Capital
ERM Resource Using Credit Risk Models for Regulatory Capital: Issues and Options Credit and Counterparty RiskEconomic / Risk Based CapitalRisk Management Tools and Techniques
ERM Resource The Use of an Economic Capital Model within and Enterprise Risk Management framework Credit and Counterparty RiskEconomic / Risk Based Capital