The Link between Default and Recovery Rates: effects on the procyclicality of regulatory capital ratios
This paper analyses the impact of various assumptions about the [...]
Credit Risk Scoring Models
Credit scoring models play a fundamental role in the risk [...]
Measuring and Managing Credit and Other Risks
During the last 40 years, risk management has evolved tremendously. [...]
US heading for 2nd largest bankruptcies: Edward Altman
There is no question that the global economy is now [...]
Estimating Conservative Loss Given Default
The new Basel Capital Accord (Basel II) is going to [...]
Mastering Risk Management in the Digital Payments Space
Merchant acquirers are faced with a challenging environment and will [...]
