Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no ...

macro/regional economic effects and the interest rate impact on credit risk porfolios while analysing best practices for managing these situations. Through a group discussion, participants will ...

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 ...

and build tools to manage and monitor credit risk arising from guarantees. This framework and accompanying analytical tools also help address the implicit risks from state-owned enterprises (SOEs), ...

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 ...

The IMF recommends stronger supervision of individual loans, collateral valuation, connected borrower groups, and ...

A new survey shows nearly half of all financial services executives are struggling with managing credit risk and detecting ...

Credit default swaps (CDSs) provide protection for investors in the event that the borrower defaults on their debt or loan.

Yet thousands of credit transactions are happening every ... This proactive approach to risk management has been able to save institutions millions of dollars and to also make necessary ...