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OverviewThis 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. Full Product DetailsAuthor: Risk Management Institute Singapore (-) , Risk Management Institute Singapore (-) , Singapore Risk Management InstitutePublisher: World Scientific Publishing Co Pte Ltd Imprint: World Scientific Publishing Co Pte Ltd Dimensions: Width: 21.30cm , Height: 1.50cm , Length: 27.70cm Weight: 0.590kg ISBN: 9789814412636ISBN 10: 9814412635 Pages: 192 Publication Date: 05 December 2012 Audience: College/higher education , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsCredit Markets: Retrospective and Prospective; What are the Driving Factors Behind the Rise of Spreads and CDS of Euro-Area Sovereign Bonds? A Panel VAR Analysis; An Update on the Regulatory Framework of Financial Markets with a Focus on Credit and Credit Rating Agencies; Stress Testing; 'Mega-Banks' Self-Insurance with Cocos: A Work in Progress; Why do Banks Disappear: A Forward Intensity Model for Default; Measuring Distance-to-Default For Financial and Non-Financial Firms; NUS - RMI Credit Research Initiative Technical Report and Performance Analysis.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |