Ratings agencies quantify the amount of credit risk associated with bonds so investors can understand exactly what they’re getting into. When an investor purchases a bond, they are essentially ...

One specialized position within the banking industry is that of a credit risk analyst. The job of assessing credit risk is crucial to the profitability of a bank since loans are the primary source ...

The Journal of Credit Risk is at the forefront in tackling the many issues and challenges posed by these novel technologies both in and out of periods of financial crisis. Topics include fintech, ...

Last Friday, global ratings agency Moody’s revised Kenya’s outlook from negative to positive, saying that falling domestic ...

Start Risk Live early by attending this interactive in-person learning experience covering the most topical issues related to credit risk. Participants will explore the possibility of increased loan ...

is a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who ...

Hanson, Samuel G., M. Hashem Pesaran, and Til Schuermann. "Firm Heterogeneity and Credit Risk Diversification." Journal of Empirical Finance 15, no. 4 (September 2008 ...

Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no ...

The new methodology has helped Barclays to meet regulator’s requirements and better manage and control our counterparty risk. [It] has helped Barclays to demonstrate quantitatively that we hold an ...