The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Korea, South articles
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.
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.