More lenders are vying for a small pool of creditworthy intermediaries
Surviving disasters needs more than a BCM plan
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Credit risk articles
The institutionalisation of P2P lending is creating new risks, critics warn
Regulatory changes are increasing the importance of collateral agreements and credit issues in over-the-counter derivatives transactions. This paper considers the nature of derivatives collateral agreements...
Regulator challenges "mechanistic re-application" of matching adjustment
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Financial models fall down in energy markets, argues Kaminski
Sponsored interview: Commerzbank
The approach to the measurement of credit risk recommended by the new Basel Capital Accord (Basel II) gives a wide choice of basic risk estimators. However, the rules for estimating asset correlations are defined in an ambiguous manner.
Volume 10, Issue 2 of the journal presents two research papers and two technical reports. The first research paper in the issue is "Estimation of risk measures for large credit portfolios" by Johannes Hauptmann, Pablo Olivares and Rudi Zagst. The authors propose a methodology to assess risk measures for portfolio losses in the context of credit risk.
Volume 16, Issue 5 (2014)
UBS op risk framework head describes struggle with defining op risk appetite
SolarCity deals show potential and pitfalls of new asset class
Op risk disconnect from business, conference hears
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.