Loan portfolio management
New dawn for loan portfolio management
The way institutions handle credit is changing. Charles Smithson compares the results of two surveys done in the past two years to discover how portfolio management has evolved.
Canada's shifting credit scene
Canadian banks' attitude towards loan portfolio management is changing, and the impending Basel II Accord is accelerating the evolution of internal practices.
Loan portfolio value
Using a conditional independence framework, Oldrich Vasicek derives a useful limiting form for the portfolio loss distribution with a single systematic factor. He then derives a risk-neutral distribution suitable for traded portfolios, and shows how…
Loan portfolio value
Using a conditional independence framework, Oldrich Vasicek derives a useful limiting form for the portfolio loss distribution with a single systematic factor. He then derives a risk-neutral distribution suitable for traded portfolios, and shows how…
Algo includes S&P for Basel II
Algorithmics is strengthening its credit risk management offering as demand grows for more comprehensive credit solutions. It is integrating a number of Standard & Poor’s credit data products with its analytical tools and developing a new module to help…
A perfect rating
Profile