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BNET Business Dictionary
- Credit Risk
- the possibility that a loss may occur from the failure of another party to perform according to the terms of a contract
- Credit Risk definition on BNET »
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- E*TRADE Financial Corporation Q3 2009 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator Instructions. Your first question comes from the line of Mike Vinciquerra of BMO Capital Markets. Michael Vinciquerra - BMO Capital Markets Thank you, good afternoon guys. One question for you just on the balance sheet itself the interest earning assets; it looks like you're putting a...
- Earnings calls 2009-10-27
- Credit Risk Measurement Under Basel II: An Overview and Implementation Issues for Developing Countries
- The objective of this paper is to provide an overview of the changes in the calculation of minimum regulatory capital requirements for credit risk that have been drafted by the Basel Committee on Banking Supervision Basel II. Even though the revised credit capital rules represent a dramatic change compared to...
- White papers 2005-04-01
- 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
- Practical Usage of Credit Risk Models in Loan Portfolio and Counterparty Exposure Management: An Update
- This paper briefly reviews the various credit risk models available. It discusses how one should evaluate these credit risk models. It argues that credit risk models need to be verified by multiple performance tests: their performance in ranking companies in the ordinal ranking of riskiness, the consistency between actual and...
- White papers 2004-04-14
- Building a Credit Risk Valuation Framework for Loan Instruments
- This paper presents a general option-valuation framework for loans that provide valuation information at loan origination and supports mark-to-market analysis, portfolio credit risk and asset and liability management for the entire portfolio. It describes the main structures found in commercial loans and the practical assumptions required to model the state-contingent...
- White papers 2000-12-01
- The Credit Derivatives Market: Its Development and Possible Implications for Financial Stability
- Credit derivatives market can be divided into two parts: an inter-dealer market in credit default swaps on individual companies and sovereigns, based on standard ISDA documentation; and transactions designed to transfer credit risk on portfolios of bank loans or debt securities, on which the risk is usually tranched. These portfolio...
- White papers 2001-06-01
- Credit Risk and the Yen Interest Rate Swap Market
- This paper investigates the pricing of Japanese yen interest rate swaps during the period 1990-96. The paper obtain measures of the spreads of the swap rates over comparable Japanese Government Bonds JGBs for different maturities and analyze the relationship between the swap spreads and credit risk variables. Our empirical results...
- White papers 2000-07-01
- Credit Where It's Due
- The revolution in credit risk management means that financial institutions must increasingly look to the insurance markets for capacity and for more innovative solutions. The article cites a financial institution that was seeking to mitigate the risk within its portfolio of consumer loans. A typical answer would be to securitise...
- White papers 2001-03-01
- Measuring Default Accurately
- Credit risk can be defined as the potential that a borrower or counter-party will fail to meet their obligations in accordance with the terms of a loan agreement or contract indenture. For most individual and institutional investors, bonds and other tradable debt instruments are the main source of credit risk....
- White papers 2001-03-01
- Validation: Lessons From The Past
- The article discusses the market risk methodologies of the past two decades to derive useful lessons that can be applied to validating credit risk. Risk managers have always had to justify their estimates of future capital requirements and underlying risk indexes to senior management and shareholders. Market risk practitioners were...
- White papers 2001-03-01
- Commercial Credit Risk Insurance
- Purchasing business credit insurance can substantially reduce the risk of exposure to non-payment, and the accompanying bad debt loss. Commercial credit risk coverage can be written to include all customers, or it may be targeted to cover only certain buyers. Domestic credit insurance policies typically only cover "commercial risks." The...
- White papers 1995-01-01
- World Fuel Services Corporation Q2 2009 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator instructions Our first question is from the line of Jonathan Chappell with JP Morgan; please go ahead with your question. Jonathan Chappell – JP Morgan Thank you. Good afternoon guys. Paul Stebbins Hi, Jonathan. Jonathan Chappell – JP Morgan Paul, in your first slide, you talked...
- Earnings calls 2009-08-06
Additional Resources
- 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
- Investigating The Sources Of Default Risk:Lessons From Empirically Evaluating Credit Risk Models
- From a credit risk perspective, little is known about the distress factors economy-wide or firm specific - that are important in explaining variations in default coupon yields. This paper proposes and empirically tests a family of credit risk models. Empirically, it is found that firm-specific distress factors play a role...
- White papers 2001-02-28
- Credit Risk and Derivative Products
- Credit risk is a significant element of the galaxy of risks facing the derivatives dealer and the derivatives end-user. There are different grades of credit risk. The most obvious one is the risk of default. Default means that the counterparty to which one is exposed will cease to make payments...
- White papers
- Solution Framework for Credit Risk Under BASEL II
- Credit Risk can be regarded as an inherent component of the banking business. This white paper tries to analyze the various requirements and issues confronting banks while implementing a Credit Risk BASELII Solution. It also offers a solution framework for banks based on a series of highly flexible and inter-connected...
- White papers 2004-03-26
- The Credit Risk Sling
- In the normal course of business, a bank will seek to manage the risk exposures inherent in its loan book through a combination of risk management techniques. This article considers how credit risk can be stripped out of the combined group of risks and managed in its own right. This...
- White papers 2003-04-15
- Wachovia Selects SunGard's Adaptiv for Counterparty Credit Risk Management; Global Exposures, Limits and Collateral Management Delivered Via ASP
- LONDON -- SunGard (http://www.sungard.com) today announced that Wachovia, the fourth largest bank holding company in the United States, has selected SunGard's Adaptiv for enterprise-wide counterparty credit risk management. Wachovia will use Adaptiv Credit Risk to manage credit risk in corporate and investment banking and capital management groups, across a wide...
- Research articles 2006-05-03
- Internal Models, Subordinated Debt, And Regulatory Capital Requirements For Bank Credit Risk
- This paper explores the possibility of using internal credit risk model as a basis for setting bank regulatory capital requirements for credit risk. Using the black-scholes Merton equilibrium framework to model credit risk and estimate capital requirements, significant biases are shown to arise when capital allocations are based on credit-VAR...
- White papers 2002-09-01
- Credit Risk Transfer and Contagion
- Some have argued that recent increases in credit risk transfer are desirable because they improve the diversification of risk. Others have suggested that they may be undesirable if they increase the risk of financial crises. Using a model with banking and insurance sectors, this paper shows that credit risk transfer...
- White papers 2005-11-24
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