Aggregation of Default Information
Asset and Liability Management
Asset Quality
Bank Regulation
Banks
Basel II Default Definition
Capital
Category=KFFL
Central Bank
China
Correlation
Credit Portfolio Management
Credit Scoring
Credit-Rating Alternatives
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Funding Liquidity Management
Lawsuits
Liquidity
Liquidity Coverage Ratio
Logistic Regression
Marginal Expected Shortfall
Materiality
Micro-Credit Default Risk
Monetary Policy
Multi-Factor Model
Non-Performing Loans
Probability of Default
Recommendations
Regulations
Reserve Requirements
Sovereign Ratings
Systemic Risk
Tunisian Microfinance Bank
Volatility
Window Guidance
Product details
- ISBN 9789814566131
- Publication Date: 19 Feb 2014
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
