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 ...

As artificial intelligence (AI) continues to shape industries worldwide, its role in banking has quietly evolved behind the ...

The rapid expansion of the private credit market has highlighted concerns regarding the accuracy and reliability of valuations within this ...

The Credit Rating Stylized Analytical Tool supports the evaluation ... The Public-Private Partnerships Fiscal Risk Assessment (PFRAM) Model, developed by the IMF and the World Bank Group, is an ...

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 corresponding credit value-at-risk (VaR), is the minimum loss of next year if the worst 0.03 percent event happens. In another words, 99.97 percent of the time the loss will not be greater than ...

Germany’s financial regulator plans to ask the country’s insurers if they grasp the risk of investments they have made in ...

Queens College School of Business, City University of New York It is our pleasure to introduce this special issue of The Journal of Credit Risk on “Risk, Distress, Default and Sustainability”, which ...