Global Credit Review

Global Credit Review

Author: Risk Management Institute

Publisher: World Scientific

ISBN: 9789814412643

Category: Business & Economics

Page: 195

View: 307

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This annual publication provides an overview of the most important developments in global credit markets and the regulatory landscape. It covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the Risk Management Institute's Credit Research Initiative. The ultimate objective of this publication is to advance the state of research and development in the critical area of credit risk and rating systems. With a distinctive focus on topics related to credit markets and credit risk, this publication will be useful to finance professionals, policy makers and academics with an interest in credit markets.

Global Credit Review

Global Credit Review

Author: Risk Management Institute, Singapore

Publisher: World Scientific

ISBN: 9789814412650

Category: Business & Economics

Page: 192

View: 222

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This annual publication provides an overview of the most important developments in global credit markets and the regulatory landscape. It covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the Risk Management Institute's Credit Research Initiative. The ultimate objective of this publication is to advance the state of research and development in the critical area of credit risk and rating systems. With a distinctive focus on topics related to credit markets and credit risk, this publication will be useful to finance professionals, policy makers and academics with an interest in credit markets. Contents:Credit Markets: Retrospect and Prospect (David Rowe)An Improved Regulatory Framework for Credit Rating Agencies? (James Weston)Stress Testing (Noel D'Cruz and Davide Crippa)Mega-Banks Self-Insurance with Cocos: A Work in Progress (George von Furstenberg)What are the Driving Factors behind the Rise of Spreads and CDS of Euro-Sovereign Bonds? (Emmanuel Mamatzakis and Panos Remoundos)Measuring Distance-to-Default for Financial and Non-Financial Firms (Jin-Chuan Duan and Tao Wang)NUS-RMI Credit Research Initiative Technical report (RMI staff)A Lead-Lag Investigation of RMI PD and CRA Ratings (RMI staff) Readership: Finance professionals, policy makers and academics with an interest in credit markets. Keywords:Credit Ratings;Credit Risk;Credit Markets;Financial Regulation;Financial Markets;European Sovereign CrisisKey Features:A distinctive focus on credit risk related topics that are relevant for academics, policymakers and practitionersAn annual update on global credit market dynamics and financial regulationRigorous theoretical and empirical research in the field of credit risk and credit markets with clear practical implications

Global Credit Review

Global Credit Review

Author: Risk Management Institute

Publisher: World Scientific

ISBN: 9789814566155

Category: Business & Economics

Page: 176

View: 229

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Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The third volume provides some critical analysis, reviews the introduction of new regulations and also offers new insights to address the challenges ahead. The carefully selected chapters touch on current topics such as: the measurement of systemic risk, reserve requirements and its role in monetary policy, the application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio management, amongst others. Recent evolutions of the Risk Management Institute's Credit Research Initiative are also reported, including a comprehensive overview of the technical details on the implementation of the current RMI-CRI corporate default prediction model. With its distinctive focus on topics related to credit markets and credit risk, this is an invaluable publication for finance professionals, policy makers and academics with an interest in credit markets. Contents:Systemic Risk in Europe (Eric Jondeau and Michael Rockinger)Changes in the Ratings Game — An Update on Various Developments (RMI staff)Reserve Requirements as Window Guidance in China (Violaine Cousin)The Implementation of the Basel II Default Definition by Credit Risk Assessment Systems: An Analysis of Possible Aggregation Procedures (Markus Bingmer and Laura Auria)Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from the Tunisian Microfinance Bank (Ibtissem Baklouti and Abdelfettah Bouri)Stepping Up to the Liquidity Challenge: The Changing Role of Credit Portfolio Management (IACPM and KPMG)NUS-RMI Credit Research Initiative Technical Report (Version: 2013, Update 2b) (RMI staff) Readership: Finance professionals, policy makers and academics with an interest in credit markets. Keywords:Systemic Risk;Marginal Expected Shortfall;Multi-Factor Model;Volatility;Correlation;Regulations;Credit-Rating Alternatives;Recommendations;Lawsuits;Sovereign Ratings;Non-Performing Loans;Reserve Requirements;Monetary Policy;China;Banks;Asset Quality;Central Bank;Bank Regulation;Window Guidance;Basel II Default Definition;Materiality;Probability of Default;Aggregation of Default Information;Credit Scoring;Micro-Credit Default Risk;Logistic Regression;Tunisian Microfinance Bank;Credit Portfolio Management;Funding Liquidity Management;Asset and Liability Management;Capital;Liquidity;Liquidity Coverage RatioKey Features:A distinctive focus on credit risk related topics that are relevant for academics, policymakers and practitioners, linking rigorous theoretical and empirical research with clear practical implicationsAn annual update on global credit market dynamics and financial regulationsTouches on current topics such as the measurement of systemic risk, the role of reserve requirements in monetary policy, and changes in credit portfolio management

Global Credit Review

Global Credit Review

Author: Risk Management Institute

Publisher: World Scientific

ISBN: 9789814635493

Category: Business & Economics

Page: 208

View: 856

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Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The fourth volume covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the RMI Credit Research Initiative. The ultimate objective of this publication is to advance the state of research and development in the critical area of credit risk and rating systems. With a distinctive focus on topics related to credit markets and credit risk, this publication will be of interest to finance professionals, policy makers and academics with an interest in credit markets. Contents:Message from the EditorAn Assessment of Systemic Risk in the Japanese Banking Sector (Masayasu Kanno)Evolving Global Capital Regulations and its Impact Particularly on Asia (Dexter Tan & Thomas Cho)Actuarial Par Spread and Empirical Pricing of CDS by Decomposition (Jin-Chuan Duan)Fast Approximation of Loan Portfolio Loss (Jenny Bai, Heikki Seppälä and Ser-Huang Poon)Rejection and Partial Rejection of Consumer Credit Applications (Steven E Plaut)IACPM/Oliver Wyman Survey: Perspectives on the Evolving Role of Enterprise-Wide Stress Testing (Andy McGee & Ilya Khaykin)NUS-RMI Credit Research Initiative Technical Report Version: 2014 Update 1 (RMI staff article) Readership: Finance professionals, policy makers and academics with an interest in credit markets. Keywords:Credit Ratings;Credit Risk;Credit Markets;Financial Regulation;Financial Markets

Global Credit Review -

Global Credit Review -

Author: Singapore Risk Management Institute

Publisher: World Scientific Publishing Company Incorporated

ISBN: 9814635472

Category: Business & Economics

Page: 208

View: 613

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Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The fourth volume covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the RMI Credit Research Initiative. The ultimate objective of this publication is to advance the state of research and development in the critical area of credit risk and rating systems. With a distinctive focus on topics related to credit markets and credit risk, this publication will be of interest to finance professionals, policy makers and academics with an interest in credit markets.

Managing Credit Risk

Managing Credit Risk

Author: John B. Caouette

Publisher: John Wiley & Sons

ISBN: 9781118160695

Category: Business & Economics

Page: 528

View: 193

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Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the most effective credit risk management tools, techniques, and vehicles currently available. If you need to keep up with the constant changes in the world of credit risk management, this book will show you how.