Printed from https://ideas.repec.org/s/wsi/gcrxxx.html
Content
2016, Volume 06, Issue 01
- 1-1 Message from the Editor
by Jin-Chuan Duan - 1-9 Default Econometrics and Default Application
by Xuyuan Liu & Weimin Miao - 11-20 International Association of Credit Portfolio Managers Principles and Practices: 2015
by Som-lok Leung & Marcia Banks & Juliane Saary-Littman - 21-39 Time-Varying Rating Standards and the Distorted Incentives of Credit Rating Agencies
by Tao Wang - 41-48 The Small and Medium Enterprises and the Credit Reporting System in China
by Di Bu & Yin Liao - 49-132 NUS-RMI Credit Research Initiative Technical Report Version: 2016 Update 1
by RMI staff article
2015, Volume 05, Issue 01
- 1-1 Message from the Editor
by Jin-Chuan Duan - 1-17 Risk Appetite Frameworks: Insights into Evolving Global Practices
by Michael Alix & Shyam Venkat & Zubin Mogul & Som-lok Leung & Marcia A. Banks & Juliane Saary-Littman - 19-33 The Liquidity Regimes and the Prepayment Option of a Corporate Loan in the Finite Horizon Case
by Timothee Papin & Gabriel Turinici - 35-48 Structural Market-Based Top–Down Stress Tests of the Banking System
by Jorge A. Chan-Lau - 49-58 Examining the Validity of Credit Ratings Assigned to Credit Derivatives
by Chih-Wei Lee & Cheng-Kun Kuo - 59-66 Review of George M von Furstenberg's Contingent Convertibles — From an Industry Perspective
by Jeffrey R. Bohn - 67-76 Review of George M. von Furstenberg's Contingent Convertibles — From an Academic Perspective
by Jussi Keppo & Yuan Xuchuan - 77-97 The Pre- and Post-Crisis Stress Testing in the Banking Sector — A Literature Review
by Kuo-Wei Hsiao & Zhengyi Jiang - 99-111 Eurozone Debt Crisis and Regulation of Credit Rating Agencies
by Deena Zaidi - 113-203 NUS-RMI Credit Research Initiative Technical Report Version: 2015 Update 1
by RMI staff
2014, Volume 04, Issue 01
- 1-1 Message from the Editor
by Jin-Chuan Duan - 1-15 An Assessment of Systemic Risk in the Japanese Banking Sector
by Masayasu Kanno - 17-50 Evolving Global Capital Regulations and Its Impact Particularly on Asia
by Dexter Tan & Thomas Cho - 51-65 Actuarial Par Spread and Empirical Pricing of CDS by Decomposition
by Jin-Chuan Duan - 67-85 Fast Approximation of Loan Portfolio Loss
by Jenny Bai & Heikki Seppälä & Ser-Huang Poon - 87-98 Rejection and Partial Rejection of Consumer Credit Applications
by Steven E. Plaut - 99-116 IACPM/Oliver Wyman Survey: Perspectives on the Evolving Role of Enterprise-Wide Stress Testing
by Andy McGee & Ilya Khaykin - 117-202 NUS-RMI Credit Research Initiative Technical Report – Version: 2014 Update 1
by RMI staff
2013, Volume 03, Issue 01
- 1-1 Message from the Editor
by Jin-Chuan Duan - 1-6 Systemic Risk in Europe
by Eric Jondeau & Michael Rockinger - 21-42 Reserve Requirements as Window Guidance in China
by Violaine Cousin - 43-55 The Implementation of the Basel II Default Definition by Credit Risk Assessment Systems: An Analysis of Possible Aggregation Procedures
by Markus Bingmer & Laura Auria - 57-69 Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from the Tunisian Microfinance Bank
by Ibtissem Baklouti & Abdelfettah Bouri - 71-76 Stepping Up to the Liquidity Challenge: The Changing Role of Credit Portfolio Management
by Som-lok Leung & Marcia Banks & Rob Kiernan
2012, Volume 02, Issue 01
- 1-1 Message from the Editor
by Jin-Chuan Duan - 1-10 Credit Markets: Retrospect and Prospect
by David M. Rowe - 11-37 An Improved Regulatory Framework for Credit Rating Agencies?
by James Weston - 39-52 Stress Testing
by Noel D'Cruz & Davide Crippa - 53-77 Mega-Banks' Self-Insurance with Cocos: A Work in Progress
by George M. von Furstenberg - 79-94 What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis
by Emmanuel Mamatzakis & Panos Remoundos - 95-108 Measuring Distance-to-Default for Financial and Non-Financial Firms
by Jin-Chuan Duan & Tao Wang