GARP’s April 2004 Newsletter
by GARP’s April 2004 Newsletter [More Info]
Despite the fact that credit derivatives markets are plagued by a multitude of problems, they have had, overall, a stabilizing influence on the economy. Moreover, the Basel II risk-capital accord will compel most banks to adopt either an internal-rating based (IRB) or Advanced IRB approach to credit risk measurement, and the majority of firms are not close to achieving true enterpriserisk management (ERM) of credit risk.
Access : For Affiliate
Pages : 10
Category : Risk Management
Cost :
Free
Date Published : 2004-04-14
Join our groups on and |