The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios
BIS Working Papers are written by members of the Monetary [...]
BIS Working Papers are written by members of the Monetary [...]
In July, Europe’s first certified credit rating agency for small and [...]
Credit scoring models play a fundamental role in the risk [...]
During the last 40 years, risk management has evolved tremendously. [...]
There is no question that the global economy is now [...]
With the number of UK SMEs in significant financial distress [...]
This support SMEs to continue trading, especially since the number [...]
Low-Default Portfolios (LDPs) form a significant and substantial portion of [...]
Dr. Gabriele Sabato, former head of Risk Appetite Portfolio Decisioning at [...]
Edward Altman, who created the Z-score method for predicting bankruptcies [...]