Credit Risk

Content type

Practice Areas

Publication Types

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