More Credit risk articles
Follow the leader?
New CSA, new challenge
After the financial crisis of 2008–9, authorities needed to 'rehabilitate' corporate debtors to improve their creditworthiness. Why have they failed?
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
Jack of all trades
European bank sovereign derivatives exposures revealed
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.