Resources
BNET Resources
- sort by:
- Relevance
- Date
- Popularity
- Examples of Overfitting Encountered When Building Private Firm Default Prediction Models
- The key to building default prediction models, if they are to be incorporated into credit risk management systems, is to build the most powerful model possible subject to the constraints that it is transparent, usable, and intuitive. In this process, we must constantly be on guard for whether or not...
- White papers 2005-04-12
- Achieving Peak Performance: Insights From a Global Survey on Credit Risk and Collections Practices
- Over the past several years, consumer accounts receivable delinquency and bad debt has increased dramatically across the globe. At the same time, shareholders have become more demanding - they want results that demonstrate both cost containment and profitability. More than ever, companies need to implement best practices in customer credit...
- White papers 2005-02-11
- Principles for the Management of Credit Risk
- This article is related to credit risk management. Credit risk is most simply defined as the potential that a bank borrower or counterpart will fail to meet its obligations in accordance with agreed terms. The goal of credit risk management is to maximize a bank's risk-adjusted rate of return by...
- White papers 2000-09-01
- Indecent exposure: Credit Policy
- Financial institutions are stepping up their credit risk management policies and implementing new measures to control credit limits. The paper, Principles for the management of credit risk, places much emphasis on the responsibility of senior management to formulate, agree and implement a structured credit policy. Some of the main areas...
- White papers
- The Energy Factor in Credit Risk
- Most corporate treasury departments are responsible for managing the credit risks arising from wholesale financial activities that is, from treasury transactions with financial institutions. Business-related retail credit risks are typically managed by the finance departments of the business divisions. The paper presents the steps to set up a credit risk...
- White papers 2002-07-16
- Do the New BIS Capital Rules Make Sense?
- How much capital should a bank hold against possible credit losses. That multibillion-dollar question is one of the most controversial topics in banking—and one that has a direct impact on the bottom line of the world's most powerful financial institutions. Over the years, banks lobbied furiously for a more risk-sensitive...
- White papers 2000-01-01
- A Simple Exponential Model For Dependent Defaults
- A thorough understanding of the joint default behavior of credit-risky securities is essential for credit risk measurement as well as the valuation of multi-name credit derivatives and Collateralized Debt Obligations. This paper studies a simple and tractable intensity-based model for correlated defaults, in which unpredictable default arrival times are jointly...
- White papers 2003-08-08
- Business Continuity Planning: A Risk Manager's Agenda for Operational and Credit Risk Management
- This two-part article identifies current actions that risk managers need to take to strengthen their business continuity strategies. Part I focuses on operational risk management strategies for bank service delivery. Part II, to be presented in a future issue, discusses how lenders should evaluate their customers' continuity plans to mitigate...
- White papers 2002-03-01
- Role of Financial Engineering in Credit Risk Management
- This presentation discusses the role of financial engineering in credit risk management. The principal course goal is to school in activities in which FSF jobs are expanding. It states that derivatives-based information can improve credit-risk management in three ways: Measurement, Monitoring, and Management. It points out some ethics: the rules...
- Presentations 2003-01-01
- Managing Credit Risk: The Challenge For The New Millennium
- Credit Risk is a global challenge in high and low risks regions. This presentation overviews the new BIS guidelines on capital allocation, credit risk management issues & credit culture importance, the pricing of credit risk assets, credit scoring and rating systems, traditional and non-traditional credit scoring systems, a model for...
- Presentations 2003-01-01
- Fleet Boston - Algo Credit Case Study
- In the year 2000, FleetBoston Financial was created as a result of a merger between Fleet Financial and BankBoston. At its inception, the new institution faced the daunting task of introducing a single risk management solution to meet the needs of the new, much larger corporation. The implementation of Algo...
- Case studies
- Modelling Dependencies in Credit Risk Management
- This paper commences with an overview of the three most widely used credit risk models developed by KMV, J.P. Morgan CreditMetrics and Credit Suisse First Boston CreditRisk. The mathematical essentials of each model lie in the way the joint distribution of the so-called 'default indicators' is modeled, a vector of...
- White papers 2000-11-23
- Comply and Exceed - Credit Risk Management for Basel II and Beyond
- The history of risk management has been one of making tacit knowledge explicit and of validating expert judgments with quantitative analysis. In short, decision making in the presence of risk has become a more and more rational task. This white paper discusses the nature of business risk, from credit risk...
- White papers 2002-10-21
- Best Practices in Strategic Credit Risk Management
- Effective credit risk management has gained an increased focus in recent years, largely due to the fact that inadequate credit risk policies are still the main source of serious problems within the banking industry. The chief goal of an effective credit risk management policy must be to maximize a bank's...
- White papers 2004-10-01
- Effective Credit Risk Management
- The paper highlights that effective credit risk management is a critical component of a bank's overall risk management strategy and is essential to the long-term success of any banking organization. Overall, the components of effective credit risk management comprise active board and senior management oversight; sufficient policies, procedures and limits;...
- White papers 2005-01-24
- Credit Risk Management in the Financial Services Industry
- This report presents the results of the 2004 international benchmark survey into credit risk management in the financial services industry. The risk management marketplace is currently very active both on the supply side and the demand side. There are a lot of new approaches, and there is a proliferation of...
- White papers 2004-06-01
- Leading Credit Market Institutions to Build Online Community
- Article informs that ten leading participants in the credit risk arena today announced an initiative to form an online community. CreditDimensions will be the first online credit community to offer financial institutions the full spectrum of integrated credit risk management services within a single web site. PricewaterhouseCoopers is designing and...
- White papers 2000-12-06
Additional Resources
- Credit Union Industry-Owned Lending Call Center To Form
- Business Editors CUNA Mutual and APPRO Systems launch joint venture CUNA Mutual Group and APPRO Systems, Inc., have reached an agreement to form a new company that will supply lending call center services for the credit union marketplace. CUNA Mutual is the leading provider of financial products...
- Research articles 2002-07-08
- PNC Financial Services Group Q3 2007 Earnings Call Transcript
- Question-and-Answer Session Operator [Operator Instructions]. Your first question comes from the line Scott Siefers. James E. Rohr - Chairman and Chief Executive Officer Good morning, Scott. Richard J. Johnson - Chief Financial Officer Good morning, Scott. Operator Scott, your...
- Earnings calls 2007-10-18
- Financial Regulation and Supervision after the Crisis: The Role of the Federal Reserve
- At the Federal Reserve Bank of Boston 54th Economic Conference, Chatham, MassachusettsOctober 23, 2009 The theme of the Federal Reserve Bank of Boston's Economic Conference this year–reevaluating regulatory, supervisory, and central banking policies in the wake of the crisis–is certainly timely. Not much more than a year ago, we and...
- News items 2009-10-23
- << Previous
- page 1 of 1
- Next >>
