This annual publication provides an overview of the most important developments in global credit markets and the regulatory landscape. It covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the Risk Management Institute's 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 useful to finance professionals, policy makers and academics with an interest in credit markets.
Edited by:
Risk Management Institute Singapore (-), Risk Management Institute Singapore (-), Singapore Risk Management Institute Imprint: World Scientific Publishing Co Pte Ltd Country of Publication: Singapore Dimensions:
Height: 277mm,
Width: 213mm,
Spine: 15mm
Weight: 590g ISBN:9789814412636 ISBN 10: 9814412635 Pages: 192 Publication Date:02 October 2012 Audience:
College/higher education
,
Further / Higher Education
Format:Paperback Publisher's Status: Active
Credit Markets: Retrospective and Prospective; What are the Driving Factors Behind the Rise of Spreads and CDS of Euro-Area Sovereign Bonds? A Panel VAR Analysis; An Update on the Regulatory Framework of Financial Markets with a Focus on Credit and Credit Rating Agencies; Stress Testing; 'Mega-Banks' Self-Insurance with Cocos: A Work in Progress; Why do Banks Disappear: A Forward Intensity Model for Default; Measuring Distance-to-Default For Financial and Non-Financial Firms; NUS - RMI Credit Research Initiative Technical Report and Performance Analysis.