and the promotion of greater understanding in the area of credit risk theory and practice. The Journal of Credit Risk considers submissions in the form of research papers and technical reports on, but ...

This course studies the mathematical foundations of interest rate and credit risk theory. The course starts with a development of the multi-dimensional Black & Scholes theory with stochastic market ...

Ratings agencies quantify the amount of credit risk associated with bonds so investors can understand exactly what they’re getting into. When an investor purchases a bond, they are essentially ...

Concentration risk is an important feature of many banking sectors, especially in emerging and small economies. Under the Basel Framework, Pillar 1 capital requirements for credit risk do not cover ...

AF Willis Bahrain WLL is a leading insurance broker licensed and regulated by the Central Bank of Bahrain. Part of Al Futtaim ...

Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no ...

focussing on the measurement and management of credit risk, the valuation and hedging of credit products, and the promotion of greater understanding in the area of credit risk theory and practice.

This course studies the mathematical foundations of interest rate and credit risk theory. The course starts with a development of the multi-dimensional Black & Scholes theory with stochastic market ...