Results 271 to 280 of about 29,293 (294)

'Credit Risk Transfer and the Sustainability of Housing Finance':

SSRN Electronic Journal, 2017
Testimony prepared for “Sustainable Housing Finance: Private Sector Perspectives on Housing Finance Reform - Part IV” on December 6, 2017, before subcommittee on housing and insurance U.S. House of Representatives.
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Enhanced BIS statistics on credit risk transfer [PDF]

BIS Quarterly Review, 2011
From June 2011, the BIS credit derivatives statistics provide more granular information on the types of risks transferred through credit default swaps by different groups of counterparties. The new data suggest that reporting dealers have used some hard-to-value credit derivatives to transfer credit risk to shadow banks, possibly exposing these ...
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A Framework for Market, Credit and Transfer Risk Aggregation and Stress Testing

SSRN Electronic Journal, 2012
A framework which consistently and fully integrates market, credit and country transfer risks of a general portfolio of financial assets in a multi-period setup is developed. An appropriate definition of exposure, loss-given-defaults and loss-given-transfer-events provides a unified treatment of these three risk types.
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Chapter 7: Credit Risk Transfer and Mitigation

2017
Financial institutions have throughout time developed several different methods to mitigate and transfer credit risk. These include letters of credit and guarantees, covenants, marking to market, netting central counterparty clearing, collateralization and over-collateralization, syndication, early transaction termination, credit derivatives and ...
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Research on Personal Credit Risk Assessment Model Based on Instance-Based Transfer Learning

IFIP Advances in Information and Communication Technology, 2021
Maoguang Wang, Hang Yang, Wang Maoguang   +2 more
exaly   +2 more sources

Credit risk transfer statistics

2009
The financial crisis that began in August 2007 has revealed important gaps in statistics on credit risk transfer (CRT) instruments. In particular, information on structural changes in global CRT markets and on the transfer and ultimate distribution of credit risk has not been sufficiently comprehensive or timely.
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Collateralized Debt Obligations and Credit Risk Transfer

2007
Several studies have reported how new credit risk transfer vehicles have made it easier to reallocate large amounts of credit risk from the financial sector to the non-financial sector of the capital markets. In this article, we describe one of these new credit risk transfer vehicles, the collateralized debt obligation.
Douglas Lucas, Laurie Goodman, Frank Fabozzi   +2 more
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Intra-industry transfer effects of credit risk news: Rated versus unrated rivals

British Accounting Review, 2020
Pilar Abad, M Dolores Robles
exaly  

Comment on: Credit risk transfer and contagion

Journal of Monetary Economics, 2006
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Counterparty credit risk, transfer of credit risk and wrong-way risk

2007
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