Global Credit Review, 1st Edition

  • Volume 3
  • Published By: World Scientific Publishing Company
  • ISBN-10: 9814566144
  • ISBN-13: 9789814566148
  • DDC: 332.742
  • Grade Level Range: College Freshman - College Senior
  • 176 Pages | eBook
  • Original Copyright 2013 | Published/Released December 2014
  • This publication's content originally published in print form: 2013

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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 third volume provides some critical analysis, reviews the introduction of new regulations and also offers new insights to address the challenges ahead. The carefully selected chapters touch on current topics such as: the measurement of systemic risk, reserve requirements and its role in monetary policy, the application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio management, amongst others. Recent evolutions of the Risk Management Institutes Credit Research Initiative are also reported, including a comprehensive overview of the technical details on the implementation of the current RMI-CRI corporate default prediction model. With its distinctive focus on topics related to credit markets and credit risk, this is an invaluable publication for finance professionals, policy makers and academics with an interest in credit markets.

Table of Contents

Front Cover.
Title Page.
Copyright Page.
Message from the Editor.
1: Systemic Risk in Europe.
2: Changes in the Ratings Game — An Update on Various Developments.
3: Reserve Requirements as Window Guidance in China.
4: The Implementation of the Basel II Default Definition by Credit Risk Assessment Systems: An Analysis of Possible Aggregation Procedures.
5: Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from the Tunisian Microfinance Bank.
6: Stepping up to the Liquidity Challenge: The Changing Role of Credit Portfolio Management IACPM and KPMG.
7: NUS-RMI Credit Research Initiative Technical Report Version: 2013 Update 2b.