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- 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
- 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
- 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
- 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
Additional Resources
- 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
- 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
- How Rapleaf is Data-Mining Your Friend Lists to Predict Your Credit Risk
- By now, you probably already know your behavior on social networking sites like Twitter and Facebook can get you fired , evicted , and even arrested — but what about your friends' behavior? They say you can tell...
- News items 2009-11-17
- Catastrophe Risk Management - Implications of Default Risk and Basis Risk
- In many cases, the payout from an insurance-linked security is tied to some stochastic variable, an index, which is correlated, but not identical, with the insured's actual losses. Therefore, such an instrument will usually not provide a perfect hedge. There will be some mismatch, the so-called basis risk. This paper...
- White papers 2004-08-26
- Risk Management in Complex Organizations
- One can manage risks only when one can identify them and ponder their possible outcomes. One can manage market risk because one knows security prices are uncertain; credit risk because one knows companies can default; operational risk because one know missteps are possible in settlement and clearing. But despite all...
- White papers 2001-09-18
- Schools Financial Credit Union Employs Cyveillance Online Risk Monitoring and Management Solution Against Online Fraud
- SACRAMENTO, Calif. -- On November 13, 2006, Schools Financial Credit Union Schools announced its selection of Cyveillance for its online risk monitoring and management solutions in an effort to further upgrade Schools' online security and protect its members against Internet fraud schemes like "phishing."
- Research articles 2006-11-13
- Risk Management: Due Diligence That Evolves With Clients
- Business intelligence technology, which gives business executives a clickable view of their entire enterprise thanks to the power of data mining, is now being used to assess customer risk-and to track that risk over time. Institutions on both sides of the Atlantic, such as BB&T and Fortis, are implementing...
- Research articles 2007-04-01
- Business Objects Q3 2007 Earnings Call Transcript
- Question-and-Answer SessionOperator [Operator Instructions] Your first question comes from the line of Mohammed Moawalla with Goldman Sachs. Mohammed Moawalla – Goldman Sachs Yes good morning. John, can you elaborate a little bit around some of the weakness in the quarter and just indicate whether some of...
- Earnings calls 2007-10-24
- Skybox Security Customer Credit Suisse Selected for Network World Enterprise All-Star Award for Implementation of Skybox View
- Credit Suisse Recognized for Innovative Security Risk Management Project, Turning Semi-Annual Risk Assessments into Daily Risk-Based Views of Infrastructure and Assets
- Research articles 2006-10-03
- Heartland CEO gets a smackdown after his CSO interview
- If you are reading this, you probably know about Heartland Payment Systems??and the credit card system breach they suffered in late '08 - early '09.?? There a lot of details to be found, so I won't rehash it all.?? So let's just focus on one point: Heartland had been declared...
- News items 2009-08-13
- An Empirical Assessment of Asset Correlation Models
- "Over the last thirty years there has been considerable research on the use of forecasting models to estimate correlation structure of security returns in the areas of asset management and risk management. In the area of credit risk management, portfolio models such as CreditMetrics., CreditRisk+., KMV's Portfolio Manager and McKinsey's...
- White papers 2001-11-04
- The Finance MBA: Life Beyond Wall Street
- Manhattan might be a ghost town, but regional banks and boutiques will still be hunting for talent. Top feeder schools: ...
- Articles 2009-02-09
- Structured security.
- Byline: Philip Baker Jan 24, 2006 (AFR Smart Investor - ABIX via COMTEX) -- Some investors may choose to invest in structured credit products. Such products are often...
- Research articles 2006-01-24
- Cyveillance Eliminates New ''Spear Phishing'' Attack Against Credit Union Employees; Immediate verification and eradication of threat protects credit unions nationwide
- ARLINGTON, Va. -- Cyveillance, the leading provider of online risk monitoring and management solutions, today announced the verification of a new "spear phishing" attack targeted towards financial institutions and credit union executives. The attack was identified by the Credit Union Information Security Professionals Association CUISPA and the site was taken...
- Research articles 2005-12-19
- Risk and Insurance Management Society, Inc. Offers IdentitySweep to Members
- The Risk and Insurance Management Society, Inc. RIMS announced that it will offer the MyPublicInfo, Inc. signature identity theft prevention service, IdentitySweep, as a discounted special benefit to RIMS members. IdentitySweep uses identity scoring, an innovative new method of fraud prevention, to search databases and chat rooms for Social Security...
- Research articles 2007-04-03
- Issues in Risk Management: Payment Card Industry (PCI) Data Security Standard Compliance
- As credit card usage continues to expand, preventing the fraudulent use of cardholder information becomes increasingly important. This paper describes the Payment Card Industry PCI Standard which grew out of the programs initiated by Visa and MasterCard. It was developed to create a common industry standard for protecting cardholder account...
- White papers 2005-03-01
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