'Credit risk measurement' presentation slideshows

895 views • 74 slides

Credit Risk Management Post Dodd-Frank and MF Global April 11, 2012

Credit Risk Management Post Dodd-Frank and MF Global April 11, 2012. Vince Kaminski Presentation to the CFA Society of Houston. Credit Risk. Credit Risk. The risk of losing market value due to changes in your own or counterparty credit quality and / or counter party failure to perform

562 views • 38 slides

Why New Approaches to Credit Risk Measurement and Management?

Why New Approaches to Credit Risk Measurement and Management?. Why Now?. Structural Increase in Bankruptcy. Increase in probability of default High yield default rates: 5.1% (2000), 4.3% (1999, 1.9% (1998). Source: Fitch 3/19/01

248 views • 11 slides