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Applied Econometrics, 2008 The journal continues publishing the consultation of Professor Dean Fantazzini. In this issue econometric analysis of financial data in risk management is discussed. Basic concepts of credit risk management in the context of recent Basel-II agreement recommendations are introduced.
Tony Van Gestel, Bart Baesens
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Credit Risk Management and Credit Derivatives
2014Credit risk management is an important issue in banking. In this chapter we give an overview of the models for calculating the default risk exposure of a credit portfolio. The primary goal of these models is to help credit analysts define whether a loan should be issued, which risk premia is appropriate and how much capital should be directed to the ...
Jürgen Franke +2 more
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2010
Credit risk management is an important issue in banking. In this chapter we give an overview of the models for calculating the default risk exposure of a credit portfolio. The primary goal of these models is to help credit analysts define whether a loan should be issued, which risk premia is appropriate, and how much capital should be directed to the ...
Jürgen Franke +2 more
openaire +3 more sources
Credit risk management is an important issue in banking. In this chapter we give an overview of the models for calculating the default risk exposure of a credit portfolio. The primary goal of these models is to help credit analysts define whether a loan should be issued, which risk premia is appropriate, and how much capital should be directed to the ...
Jürgen Franke +2 more
openaire +3 more sources
Managerial Finance, 2006
PurposeThis paper aims to explore the possible use of credit derivatives by corporate treasurers. Corporations have, in recent years, grown comfortable with the idea of using traditional derivative products to hedge their exposure to, for example, interest rate and foreign exchange risk.
Mark C. Freeman +2 more
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PurposeThis paper aims to explore the possible use of credit derivatives by corporate treasurers. Corporations have, in recent years, grown comfortable with the idea of using traditional derivative products to hedge their exposure to, for example, interest rate and foreign exchange risk.
Mark C. Freeman +2 more
openaire +1 more source
2015
In recent years the banking industry has been affected by a profound transformation that has heightened the need to identify more sophisticated methods in Credit Risk Management and monitoring. For banks the process of risk management has assumed increasing importance in particular with regard to the credit risk.
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In recent years the banking industry has been affected by a profound transformation that has heightened the need to identify more sophisticated methods in Credit Risk Management and monitoring. For banks the process of risk management has assumed increasing importance in particular with regard to the credit risk.
openaire +2 more sources