Global Credit Review:Volume 3

Edited by Risk Management Institute

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Global Credit Review

Keywords: Systemic Risk; Marginal Expected Shortfall; Multi-Factor Model; Volatility; Correlation; Regulations; Credit-Rating Alternatives; Recommendations; Lawsuits; Sovereign Ratings; Non-Performing Loans; Reserve Requirements; Monetary Policy; China; Banks; Asset Quality; Central Bank; Bank Regulation; Window Guidance; Basel II Default Definition; Materiality; Probability of Default; Aggregation of Default Information; Credit Scoring; Micro-Credit Default Risk; Logistic Regression; Tunisian Microfinance Bank; Credit Portfolio Management; Funding Liquidity Management; Asset and Liability Management; Capital; Liquidity; Liquidity Coverage Ratio (search for similar items in EconPapers)
Date: 2014
ISBN: 9789814566131
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Chapters in this book:

Ch 1 Systemic Risk in Europe , pp 1-6

Eric Jondeau and Michael Rockinger

Ch 2 Changes in the Ratings Game — An Update on Various Developments , pp 7-20

Risk Management Institute

Ch 3 Reserve Requirements as Window Guidance in China , pp 21-42

Violaine Cousin

Ch 4 The Implementation of the Basel II Default Definition by Credit Risk Assessment Systems , pp 43-55

Markus Bingmer and Laura Auria

Ch 5 Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from the Tunisian Microfinance Bank , pp 57-69

Ibtissem Baklouti and Abdelfettah Bouri

Ch 6 Stepping Up to the Liquidity Challenge , pp 71-76

Risk Management Institute

Ch 7 NUS-RMI Credit Research Initiative Technical Report – Version: 2013 Update 2b , pp 77-168

Risk Management Institute

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