credit risk

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	07/09/2017	A Cost of Capital Approach to Credit and Liquidity Spreads	Contagion Risk Contagion Risk Cost of Capital credit risk credit spreads Economic / Risk Based Capital insurance liabilities Liquidity Risk Parameter Risk Parameter Risk
ERM Resource	07/09/2017	Derivatives, AIG and the Future of Enterprise Risk Management	balance sheet Basis Risk CDS credit risk Derivatives ERM Financial Crisis Risk Management Tools and Technique Risk Modelling
ERM Resource	07/09/2017	Economic Scenario Generators and Solvency II	Counterparty Default Risk credit risk Economic Assumptions Economic Capital Economic Scenario Generator Enterprise Risk Management Governance Market Consistent Valuation Market Risk Regulatory capital regulatory risk Risk Management Tools and Techniques Solvency II
ERM Resource	07/09/2017	The financial risk management of the Eurosystem’s monetary policy operations	Counterparty Default Risk credit risk Economic / Risk Based Capital eurosystem Interest Rate Risk Liquidity Risk Market Risk monetary policy operational risks risk reporting and monitoring risks
ERM Resource	07/09/2017	Enterprise Risk Management and Default Risk: Evidence from the Banking Industry	Agency Risk Benefits of ERM Corporate Governance credit rating Credit Risk credit risk default risk Enterprise Risk Management information risk risk management