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18 Resources for

credit risk management

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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...; Tags: Financial services, Incisive Financial Publishing Ltd., credit risk management, bank, financial; White papers
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...; Tags: Financial Planning, Financial services, Strategy, Algorithmics, FleetBoston Financial Corp., risk management, credit risk management, Y2K, merger, bank, financial; Case studies
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...; Tags: Financial services, credit risk management, decision-making; 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...; Tags: Financial services, CGI Group Inc., credit risk management, financial service, best practice, survey, shareholder, telecommunications; White papers 2005-02-11
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;...; Tags: Financial services, SAS Institute, credit risk management, MIS, internal control, banking, monitoring, bank, board; White papers 2005-01-24

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...; Tags: Financial services, SAS Institute, credit risk management, bank, best practice; White papers 2004-10-01
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...; Tags: Financial services, Financial Planning, Strategy, SAS Institute, credit risk management, risk management, regulatory compliance, financial service, industry, technique, survey, financial, tool; White papers 2004-06-01
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...; Tags: Financial services, Financial Planning, Cornell University, credit risk management, risk management, derivatives, valuation, agency, pricing strategy, security; White papers 2003-08-08
New Technology is the Key to a Revolution in Energy Credit Risk Management: "Since the collapse of Enron, credit risk management seems to have shot to the top of the agenda in the boardrooms of the world.s energy enterprises. In fact, it has been a hot topic since 1998 when the Mid West price spikes caused widespread defaults and created...; Tags: Financial services, Strategy, credit risk management, risk management, financial; White papers 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...; Tags: Financial services, Marketing research, credit risk management, emerging market, allocation, asset, pricing strategy; Presentations 2003-01-01
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...; Tags: Financial services, Financial accounting, Boston College, credit risk management, derivatives, financial, ethics, monitoring, benefit, job; Presentations 2003-01-01
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...; Tags: Strategy, Financial Planning, Financial services, SECURITY, SAS Institute, Basel II, risk management, credit risk management, quantitative analysis, risk, decision-making, knowledge; White papers 2002-10-21
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...; Tags: Financial services, Financial accounting, credit risk management, financial, finance; White papers 2002-07-16
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...; Tags: IT Services, Financial services, Strategy, Risk Manager, business continuity, credit risk management, business continuity planning, risk management; White papers 2002-03-01
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...; Tags: Financial services, PricewaterhouseCoopers Consulting, credit risk management, network architecture, network security, tool, analysis, network, financial, security, Web site, Web; White papers 2000-12-06
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...; Tags: ETH Zurich, vector, credit risk management, modeling; White papers 2000-11-23
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...; Tags: Financial services, Strategy, SECURITY, Bank for International Settlements, credit risk management, bank, risk, risk management, banking; White papers 2000-09-01
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...; Tags: Financial services, credit risk management, bank, arbitrage, derivatives, capital market, allocation, banking, financial, tool; White papers 2000-01-01

Additional Resources

Seven Steps to Trust Deed Investing: Free Guide to Trust Deed Investing Now Available LOS ANGELES -- Trust deed investing, one of the banking industry's greatest source of profit, is a detail-rich undertaking replete with risks that need to be properly managed, explained Kevin DeMeritt, president of Wilshire Finance Partners. To make...; Articles 2008-07-01
Radian Group Declares $107 Million Ordinary Dividend from Radian Asset Assurance: PHILADELPHIA, July 1 /PRNewswire-FirstCall/ -- Radian Group Inc. today announced that the Company declared an ordinary dividend in the amount of $107 million from its financial guaranty subsidiary, Radian Asset Assurance Inc. The Company intends to use the funds to support its core mortgage insurance business. ...; Articles 2008-07-01