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 Risk, Credit Risk, financial stability, heat map, Risk Reporting and Communication, Sveriges Riksbank
ERM Resource 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 Analyzing Concentration Risk Basel II, Concentration Risk measures, Credit and Counterparty Risk, Risk Management Tools and Techniques
ERM Resource Supervisory Letter - Concentration Risk Concentration Risk, Credit and Counterparty Risk, Credit default, credit failure, credit unions, Recession, Regulation, Risk Identification and Classification
ERM Resource 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 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 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 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 Credit Risk Transfer and Contagion Contagion Risk, Credit and Counterparty Risk, Financial innovation, No category, Pareto inferior
ERM Resource 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 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 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 An integrated Cost of Risk model and its application to company valuation Credit and Counterparty Risk, Economic / Risk Based Capital
ERM Resource Using Credit Risk Models for Regulatory Capital: Issues and Options Credit and Counterparty Risk, Economic / Risk Based Capital, Risk Management Tools and Techniques
ERM Resource The Use of an Economic Capital Model within and Enterprise Risk Management framework Credit and Counterparty Risk, Economic / Risk Based Capital