Credit and Counterparty Risk

Content type Date Sort ascending Title Tags
ERM Resource 04/08/2015 On Measures for Illustrating Credit Risk Assessments: the case of heat maps, risk matrices, and cubes Credit and Counterparty Risk, Credit Risk, financial stability, heat map, Risk Reporting and Communication, Sveriges Riksbank
ERM Resource 29/07/2015 Single-name concentration risk in credit portfolios: a comparison of concentration indices Banking, Basel II, Concentration Risk, Credit and Counterparty Risk, Gini Index, Hall-Tidemann index, Hannah-Kay index, HerfindahlHirschman index, Risk Management Tools and Techniques, Theil entropy index
ERM Resource 29/07/2015 Analyzing Concentration Risk Basel II, Concentration Risk measures, Credit and Counterparty Risk, Risk Management Tools and Techniques
ERM Resource 29/07/2015 Supervisory Letter - Concentration Risk Concentration Risk, Credit and Counterparty Risk, Credit default, credit failure, credit unions, Recession, Regulation, Risk Identification and Classification
ERM Resource 29/07/2015 Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects Concentration Risk, Credit and Counterparty Risk, Diversification, Granularity adjustment, Idiosyncratic risk, Monte Carlo simulation, Risk Management Tools and Techniques, Systemic Risk, value at risk
ERM Resource 29/07/2015 Concentration risk and the optimal numberof central counterparties for a single asset Central Counterparty (CCP), Clearing House, Concentration Risk, Credit and Counterparty Risk, No category, OTC Derivatives
ERM Resource 29/07/2015 Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases Banking, Concentration Risk, Credit and Counterparty Risk, Credit Concentration, Economic Capital, Risk Management Tools and Techniques
ERM Resource 29/07/2015 Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets Basel, Concentration Risk, Credit and Counterparty Risk, Haar wavelets, Laplace transform, Option Pricing, Portfolio Credit Risk, Risk Management Tools and Techniques
ERM Resource 29/07/2015 Credit Risk Transfer and Contagion Contagion Risk, Credit and Counterparty Risk, Financial innovation, No category, Pareto inferior
ERM Resource 29/07/2015 On the effectiveness of hedging strategies for variable annuities Credit and Counterparty Risk, hedge, Put option, Risk Management Tools and Techniques, variable annuity, Volatility risk
ERM Resource 22/07/2015 Enterprise Risk Management Program Quality: Determinants, Value Relevance, and the Financial Crisis Benefits of ERM, Compliance and Corporate Governance, Credit and Counterparty Risk, firm performance and value, risk management, Risk Measurement
ERM Resource 22/07/2015 Risk Management and Risk Management Failure: Lessons for Business Enterprises Agency Risk, Benefits of ERM, Business enterprises, Business failures, Credit and Counterparty Risk, Operational Risk, Plant shutdowns, Risk management in business, Securities markets, Strategy
ERM Resource 25/06/2015 An integrated Cost of Risk model and its application to company valuation Credit and Counterparty Risk, Economic / Risk Based Capital
ERM Resource 25/06/2015 The Use of an Economic Capital Model within and Enterprise Risk Management framework Credit and Counterparty Risk, Economic / Risk Based Capital
ERM Resource 25/06/2015 Using Credit Risk Models for Regulatory Capital: Issues and Options Credit and Counterparty Risk, Economic / Risk Based Capital, Risk Management Tools and Techniques