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A major advancement in risk management among large financial institutions has been the development of internal risk models. The models encompass institutions’ procedures and techniques for assessing ...

This paper introduces a credit portfolio framework that allows for dependencies between default probabilities, secured and unsecured recovery rates and exposures at default (EADs). The overall ...

The BIS indicated in July 2020 an unprecedented rise in default risk correlation as a result of pandemics-induced credit risks’ accumulation. A third of the world banking assets credit risk ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We develop a mixed-frequency, tree-based, gradient-boosting model designed to assess the default risk of privately held ...

This is an appeal to the subscribers, contributors, advertisers and well-wishers of Economic and Political Weekly (EPW), published by Sameeksha Trust, a public charitable trust registered with the ...

OSLO, Feb 21 (Reuters) - Norway's financial watchdog said on Friday it plans to tighten rules that govern how banks set probabilities of default for mortages, which may in turn force banks to increase ...

A US default would have such devastating economic and financial consequences that many observers dismiss the possibility out of hand. But investors are not ruling out such a nightmare scenario. As ...

NEW YORK, May 10 (Reuters) - The cost of insuring exposure to U.S. government debt rose to fresh highs on Wednesday, as President Joe Biden and top lawmakers remained deadlocked in talks over raising ...