Global Credit Review - Volume 3

Risk Management Institute Singapore (Herausgeber)

Buch | Hardcover

176 Seiten

2014
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-4566-13-1 (ISBN)

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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.

Systemic Risk in Europe (Eric Jondeau and Michael Rockinger); Changes in the Ratings Game - An Update on Various Developments (RMI staff); Reserve Requirements as Window Guidance in China (Violaine Cousin); The Implementation of the Basel II Default Definition by Credit Risk Assessment Systems: An Analysis of Possible Aggregation Procedures (Markus Bingmer and Laura Auria); Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from the Tunisian Microfinance Bank (Ibtissem Baklouti and Abdelfettah Bouri); Stepping Up to the Liquidity Challenge: The Changing Role of Credit Portfolio Management (IACPM and KPMG); NUS-RMI Credit Research Initiative Technical Report (Version: 2013, Update 1) (RMI staff).

Erscheint lt. Verlag	19.2.2014
Verlagsort	Singapore
Sprache	englisch
Themenwelt	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
ISBN-10	981-4566-13-6 / 9814566136
ISBN-13	978-981-4566-13-1 / 9789814566131
Zustand	Neuware