Moody’s KMV has released RiskCalc Korea, a web-based model for estimating the probability of default or expected default frequencies (EDF) on obligations of non-financial Korean private companies.
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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The cost of protection on South Korean sovereign US dollar credit dropped from this week’s higher levels as market sentiment improved, but dealers said that the market is still nervous and there c...
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.