Credit Risk

Content type Date Sort ascending Title Tags
ERM Resource Credit risk transfer and contagion Contagion RiskContagion RiskCredit RiskNo category
ERM Resource The Myth of the Credit Spread Puzzle Black-Cox modelcorporate bond spreadsCredit Riskcredit spreaddefault probabilities;Spread RiskSpread riskSpread Riskstructural models
ERM Resource Enterprise Risk Management and Default Risk: Evidence from the Banking Industry Agency RiskBenefits of ERMCorporate Governancecredit ratingCredit Riskcredit riskdefault riskEnterprise Risk Managementinformation riskrisk management
ERM Resource Quantitative Risk Management: Concepts, Techniques and Tools, Revised Edition Benefits of ERMCDO pricingcreditCredit RiskFinancial Crisismarketoperational risksRisk Management Tools and TechniquesSolvency 2
ERM Resource Enterprise Risk Management and Default Risk: Evidence from the Banking Industry Benefits of ERMCorporate Governancecredit ratingCredit Riskdefault risk
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 Simple Tools and Techniques for Enterprise Risk Management assessmentCase Studiescontrol cyclecontrolsCredit RiskERMERM and Risk Management Frameworkidentificationinvestment riskManagementmeasurementNo specific riskoperational riskRisk Management Tools and Techniques
ERM Resource Enterprise Risk Management : From Incentives to Controls Benefits of ERMCase StudiescontrolsCredit RiskERMERM and Risk Management Frameworkinvestment riskNo specific riskoperational riskRisk Management Tools and Techniques
ERM Resource A dynamic contagion process for modelling contagion risk in finance and insurance Contagion RiskContagion RiskCredit RiskMarkov processNo category
ERM Resource ERM - Credit Rating and Hedging Impacts (Do credit ratings incorporate firms' risk management?) Credit and Counterparty Riskcredit ratingCredit RiskfirmRisk Management Tools and TechniquesRisk Reporting and Communication
ERM Resource Evolutionary Estimation of a Coupled Markov Chian Credit Risk Model Credit and Counterparty RiskCredit RiskCredit risk OptimisationMarkov Chain modelRisk Optimisation