Credit Risk

Content type Date Sort ascending Title Tags
ERM Resource 27/05/2019 Credit risk transfer and contagion Contagion Risk, Contagion Risk, Credit Risk, No category
ERM Resource 17/05/2019 The Myth of the Credit Spread Puzzle Black-Cox model, corporate bond spreads, Credit Risk, credit spread, default probabilities;, Spread Risk, Spread risk, Spread Risk, structural models
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
ERM Resource 07/09/2017 Quantitative Risk Management: Concepts, Techniques and Tools, Revised Edition Benefits of ERM, CDO pricing, credit, Credit Risk, Financial Crisis, market, operational risks, Risk Management Tools and Techniques, Solvency 2
ERM Resource 07/09/2017 Enterprise Risk Management and Default Risk: Evidence from the Banking Industry Benefits of ERM, Corporate Governance, credit rating, Credit Risk, default risk
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 Simple Tools and Techniques for Enterprise Risk Management assessment, Case Studies, control cycle, controls, Credit Risk, ERM, ERM and Risk Management Framework, identification, investment risk, Management, measurement, No specific risk, operational risk, Risk Management Tools and Techniques
ERM Resource 29/07/2015 Enterprise Risk Management : From Incentives to Controls Benefits of ERM, Case Studies, controls, Credit Risk, ERM, ERM and Risk Management Framework, investment risk, No specific risk, operational risk, Risk Management Tools and Techniques
ERM Resource 29/07/2015 A dynamic contagion process for modelling contagion risk in finance and insurance Contagion Risk, Contagion Risk, Credit Risk, Markov process, No category
ERM Resource 25/06/2015 ERM - Credit Rating and Hedging Impacts (Do credit ratings incorporate firms' risk management?) Credit and Counterparty Risk, credit rating, Credit Risk, firm, Risk Management Tools and Techniques, Risk Reporting and Communication
ERM Resource 25/06/2015 Evolutionary Estimation of a Coupled Markov Chian Credit Risk Model Credit and Counterparty Risk, Credit Risk, Credit risk Optimisation, Markov Chain model, Risk Optimisation