Global credit review. Volume 2

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...

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Bibliographic Details
Corporate Author: World Scientific (Firm)
Format: Electronic
Language:English
Published: Singapore ; Hackensack, N.J. : Singapore : World Scientific Pub. Co. ; Risk Management Institute, National University of Singapore, c2013.
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Online Access:View fulltext via EzAccess
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040 # # |a WSPC  |b eng  |c WSPC 
082 0 4 |a 332.742  |2 22 
245 0 0 |a Global credit review.  |h [electronic resource].  |n Volume 2 
260 # # |a Singapore ;  |a Hackensack, N.J. :  |a Singapore :  |b World Scientific Pub. Co. ;  |b Risk Management Institute, National University of Singapore,  |c c2013. 
300 # # |a iv, 188 p. :  |b ill. (some col.), col. ports. 
504 # # |a Includes bibliographical references 
505 0 # |a Credit markets: retrospect and prospect / David Rowe -- An improved regulatory framework for credit rating agencies? / James Weston -- Stress testing / Noel D'Cruz and Davide Crippa -- Mega-banks self-insurance with cocos: a work in progress / George von Furstenberg -- What are the driving factors behind the rise of spreads and CDS of Euro-sovereign bonds? / Emmanuel Mamatzakis and Panos Remoundos -- Measuring distance-to-default for financial and non-financial firms / Jin-Chuan Duan and Tao Wang -- NUS-RMI Credit Research Initiative Technical Report / RMI staff -- A lead-lag investigation of RMI PD and CRA ratings / RMI staff. 
520 # # |a 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. 
533 # # |a Electronic reproduction.  |b Singapore :  |c World Scientific Publishing Co.,  |d 2013.  |n System requirements: Adobe Acrobat Reader.  |n Mode of access: World Wide Web.  |n Available to subscribing institutions. 
650 # 0 |a Credit. 
650 # 0 |a Export credit. 
650 # 0 |a International finance. 
655 # 0 |a Electronic books. 
710 2 # |a World Scientific (Firm) 
776 1 # |z 9789814412636 
856 4 0 |z View fulltext via EzAccess  |u https://ezaccess.library.uitm.edu.my/login?url=http://www.worldscientific.com/worldscibooks/10.1142/8531#t=toc