Measuring and managing market, credit and Op risk [61]

Go to: Summary | Previous | Next   
Bullet points include: How should we parameterise these models and what should we use for Correlations? Ratings or default probabilities? Transition matrices? Can we use the same inputs across countries / sectors? Should we ignore interest rate and FX risk? Integration with other asset types (and with other datasets)

Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile