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Credit Risk white papers

Found  136 white papers and resources

Risk Library provides a number of credit risk white papers, industry reports and opinions, which can be used to aid the decision making process and to reduce your organisations credit risk exposure.

Credit risk is the type of risk that a lender assumes. As a form of compensation for taking on the risk, a lender receives interest repayments at an agreed upon rate. However, if a borrower defaults on agreed repayments, lenders may lose the partial or full sum and interest of the loan. This could result in the lender incurring further costs such as collection of debt owed and disruption to cash flow.


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‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB

Company: Numerix LLC

This white paper breaks down the requirements, methodologies and formulas relating to the 'final' FRTB text. It further provides a more simplified understanding of the potential IT challenges and costs ahead. VIEW SUMMARY

Category: Regulation | Published: 23 May 2016 | Type: White Paper

Rating: + 1

Breaking down IFRS 9 implementation

Company: Wolters Kluwer

This white paper addresses the common technical and operational issues involved in IFRS 9 projects and solutions implementation, outlining areas of best practice and common pitfalls that should be avoided. VIEW SUMMARY

Category: Compliance | Published: 17 May 2016 | Type: White Paper

Rating: + 4

IFRS 9: Unexpected Gains from Expected Losses

Company: Wolters Kluwer

This white paper explores IFRS 9 requirements and discusses how implementing a successful IFRS 9 strategy will allow organisations to justify key decisions and actions to employees and external supervisors. VIEW SUMMARY

Category: Regulation | Published: 15 April 2016 | Type: White Paper

Rating: + 7

Reading the Tea Leaves of Recent Regulatory Guidance

Company: Moody's Analytics

This white paper will explore the Federal Reserve’s “Guidance on Supervisory Assessment of Capital Planning and Positions” (SR 15-18 and SR 15-19). The paper further examines the BCBS’s “Guidance on Credit Risk and Accounting for Expected Credit Losses”. VIEW SUMMARY

Category: Regulation | Published: 01 March 2016 | Type: White Paper

Rating: + 3

Fundamental Review of the Trading Book: Impacts & Market Perspectives

Company: Chappuis Halder

This white paper analyses the Fundamental Review of the Trading Book (FRTB), covering its origins, responsibilities and priorities. The paper further identifies how market participants interpret the reform and examines some of the FRTB’s key issues. VIEW SUMMARY

Category: Market Risk | Published: 24 February 2016 | Type: White Paper

Rating: + 16

Cray® XC™ Series Supercomputer Accelerates CVA Performance in Addressing Counterparty Risk

Company: Cray

This white paper explores the uses for Credit Valuation Adjustment (CVA) in meeting the ever changing regulation and reporting requirements. VIEW SUMMARY

Category: Credit Risk | Published: 19 February 2016 | Type: White Paper

Rating: + 3

Best Practices of Business- Specific Stress Testing: Advice From the Front Lines of Bank Risk Management

Company: SAS

This white paper, which is the second in a two part series, explores best practices gathered from banks that are successfully using bank-specific stress tests to run their business smarter, safer and more profitably. VIEW SUMMARY

Category: Asset Liability Management | Published: 15 February 2016 | Type: White Paper

Rating: + 5

Risk-Weighted Assets (RWA) density | What lies behind this underrated financial ratio

Company: Chappuis Halder

This white paper will cover the origins of the Risk-Weighted Assets ratio and the history of its use in financial analysis. The paper will further showcase its characteristics and behavioural traits, exemplified through a number of theoretical tests. VIEW SUMMARY

Category: Enterprise Risk Management | Published: 12 February 2016 | Type: White Paper

Rating: + 14

Elements of business-driven stress testing: Going beyond government-mandated stress testing to generate business-specific insights

Company: SAS

This white paper, which is the first in a two part series, investigates going beyond government-mandated stress testing to generate business-specific insights and drive better performance. VIEW SUMMARY

Category: Credit Risk | Published: 11 February 2016 | Type: White Paper

Rating: + 3

Credit risk models: Past, present and future - Exclusive video content from the Quant Congress USA Summit

Company: Quant Congress USA

Terry Benzschawel has worked on default models his whole career. In this exclusive video content he looks at the history and origins of credit models, before drawing on present techniques being employed. More importantly Terry discusses the future; and explores consensus models and big data. VIEW SUMMARY

Category: Credit Risk | Published: 05 February 2016 | Type: Video

Rating: + 8

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