More Credit risk articles
Top quant says a CVA model that is 80% accurate but takes 20% of the time is "very attractive"
Senior industry figures in Asia, including outgoing SFC chief Martin Wheatley, say Asia needs an internationally recognised ratings agency to compete with Fitch, Moody’s and Standard & Poor’s.
Adjusting the adjustments
Eurozone can finance a Spanish bail-out, but an Italian default is the real test of common currency’s survival, says NYU's Edward Altman
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
Resolution regimes rule, OK?
The SEC and EU have announced tough measures designed to limit the influence of credit ratings on the investment process. Credit magazine talks to the agencies about their efforts to restore their r...
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