Global Credit Review:Volume 2

Edited by Singapore Risk Management Institute

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

Abstract: This annual publication provides an overview of the most important developments in global credit markets and the regulatory landscape. It covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the Risk Management Institute's Credit Research Initiative. The ultimate objective of this publication is to advance the state of research and development in the critical area of credit risk and rating systems. With a distinctive focus on topics related to credit markets and credit risk, this publication will be useful to finance professionals, policy makers and academics with an interest in credit markets.

Keywords: Credit Ratings; Credit Risk; Credit Markets; Financial Regulation; Financial Markets; European Sovereign Crisis (search for similar items in EconPapers)
Date: 2012
ISBN: 9789814412636
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https://www.worldscientific.com/worldscibooks/10.1142/8531 (text/html)
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Chapters in this book:

Ch 1 Credit Markets: Retrospect and Prospect , pp 1-10

David M. Rowe

Ch 2 An Improved Regulatory Framework for Credit Rating Agencies? , pp 11-37

James Weston

Ch 3 Stress Testing , pp 39-52

Noel D'Cruz and Davide Crippa

Ch 4 Mega-Banks' Self-Insurance with Cocos: A Work in Progress , pp 53-77

George von Furstenberg

Ch 5 What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis , pp 79-94

Emmanuel Mamatzakis and Panos Remoundos

Ch 6 Measuring Distance-to-Default for Financial and Non-Financial Firms , pp 95-108

Jin-Chuan Duan and Tao Wang

Ch 7 NUS-RMI Credit Research Initiative Technical Report Version: 2012 update 2 , pp 109-167

Oliver Chen

Ch 8 A Lead-Lag Investigation of RMI PD and CRA Ratings , pp 169-188

Elisabeth Van Laere

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