Global Credit Review: Volume 4 by Risk Management Institute

Global Credit Review: Volume 4

byRisk Management Institute

Kobo ebook | October 10, 2014

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Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The fourth volume covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the RMI Credit Research Initiative. The ultimate objective of this publication is to advance the state of research and development in the critical area of credit risk and rating systems. With a distinctive focus on topics related to credit markets and credit risk, this publication will be of interest to finance professionals, policy makers and academics with an interest in credit markets.


  • Message from the Editor
  • An Assessment of Systemic Risk in the Japanese Banking Sector (Masayasu Kanno)
  • Evolving Global Capital Regulations and its Impact Particularly on Asia (Dexter Tan & Thomas Cho)
  • Actuarial Par Spread and Empirical Pricing of CDS by Decomposition (Jin-Chuan Duan)
  • Fast Approximation of Loan Portfolio Loss (Jenny Bai, Heikki Seppälä and Ser-Huang Poon)
  • Rejection and Partial Rejection of Consumer Credit Applications (Steven E Plaut)
  • IACPM/Oliver Wyman Survey: Perspectives on the Evolving Role of Enterprise-Wide Stress Testing (Andy McGee & Ilya Khaykin)
  • NUS-RMI Credit Research Initiative Technical Report Version: 2014 Update 1 (RMI staff article)

Readership: Finance professionals, policy makers and academics with an interest in credit markets.

Title:Global Credit Review: Volume 4Format:Kobo ebookPublished:October 10, 2014Publisher:World Scientific Publishing CompanyLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9814635499

ISBN - 13:9789814635493

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