This course provides insights into the effective management of credit risk models, focusing on the latest Basel 3.1 and IFRS 9 requirements. Participants will deepen their understanding of key ...

The Journal of Credit Risk is at the forefront in tackling the many issues and challenges posed by these novel technologies both in and out of periods of financial crisis. Topics include fintech, ...

Credit risk analysts often review several key factors when making their assessments. These are commonly referred to as the Five Cs of credit or character (or credit history), capacity, capital ...

Ratings agencies quantify the amount of credit risk associated with bonds so investors can understand exactly what they’re getting into. When an investor purchases a bond, they are essentially ...

This shift from the previous monthly cycle ensures a more accurate and up-to-date reflection of borrowers' financial activities.

Consider a credit portfolio that consists of default-sensitive instru¬ments such as lines of credit, corporate bonds, and government bonds. The corresponding credit value-at-risk (VaR), is the minimum ...

RBI's bi-monthly credit updates aim to boost credit scores, empower borrowers, and improve lender risk assessments.

The new methodology has helped Barclays to meet regulator’s requirements and better manage and control our counterparty risk. [It] has helped Barclays to demonstrate quantitatively that we hold an ...