Credit risk modelling
The state of credit risk measurement has been evolving rapidly since the last credit cycle. Best practice in credit risk modelling and management is now, more than ever and irrespective of portfolio size and institution characteristics, dependent upon three critical capabilities: empirical data, research expertise and technological capability. Successful management of credit risk begins with the measurement of individual obligors and instruments, culminating in the analysis of complex portfolios of varied exposures.
- Credit risk modelling (PDF, 499KB)
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net