| 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 |
