Credit Risk Sources and Management     Financial_services > Commercial finance > Credit Risk Sources and Management
	CreditMetrics Barclay Capital Group's credit risk measurement and management tool.
Corporate Uses for Credit Derivatives Article in the International Treasurer that provides an overview of credit derivatives usefulness in managing credit risk.
Long Term Capital Management (LTCM) and Credit Risk Mangement A case study on credit risk management, using the LTCM recapitalization as an example.
A Comparative Anatomy of Credit Risk Models Comparison of JP Morgan's CreditMetrics and Credit Suisse's CreditRisk products by Michael Gordy of the Federal Reserve.
Modeling Default Risk Process for measuring, analyzing and managing default risk. Provided by KMV.
Credit Policy Article that suggests credit risk management system implementation strategies.
Credit Risk Model Implementation Challenges facing the implementation of a credit risk policy.
A Comment on Market vs. Accounting-Based Measures of Default Risk, Advocation of the use of market prices to measure default risk probabilities. Provided by KMV.
PMA Credit Insurance Consultants Provider of credit insurance underwriting advice for international firms.
Modern Portfolio Credit Risk Modeling Presentation by Richard Skora to the GARP meeting in 1998, in which he outlines the construction of a credit risk management function in a financial firm.
Empirical Assessment of a Simple Contingent-Claims Model for the Valuation of Risky Debt Definition, derivation and application of KMV's expected default frequency measure.
The New Science of Credit Risk Management Article that examines new developments in credit risk measurement and management.
Rational Modeling of Credit Risk and Credit Derivatives Discussion of credit risk and derivatives pricing via interest rate model extensions and applications for credit risk management.
The Derivatives 'Zine: Credit Risk Management Provider of news, discussions and links to relevant sources of credit-risk analysis.
Stress Testing Credit Risk Measurement of correlation as a critical factor in credit risk management.
DefaultRisk.com Credit risk modeling and measurement resource for corporate debt.
Critical Success Factors For Credit and Collections Article that outlines factors that are critical to the success of reducing payment risk in a receivables portfolio.
Credit Derivatives: Hedging Closer to Happiness An article on the usefulness of credit derivatives for risk managers.
Credit Valuation Presentation of a credit valuation model by KMV.
Credit Models Article that reviews the most widely used credit risk management systems.
Uses and Abuses of Bond Default Rates Measuring and applying bond default rates in credit risk management.
A Credit Risk Management Framework Article by Credit Suisse First Boston (CSFB) outlining a framework for managing credit risk. Also, an introduction to CSFB's Creditrisk+ product.
Credit Derivatives End Users Article examining why insurance companies are willing to take on risk in the form of credit derivatives.
A Survey of Contingent-Claims Approaches to Risky Debt Valuation Survey of available research on the contingent-claim approach to valuation of risky debt.
Volatility: The Credit Risk Website Information site dedicated to credit risk. Includes articles on measuring and managing credit risk.
A Series Expansion for the Bivariate Normal Integral, Analysis of a correlation technique that is critical to the measurement of credit default probability correlation.
A New Framework for Measuring the Credit Risk of a Portfolio An alternative value-at-risk model with practical applications for managing credit risk.
Credit Derivatives and Bank Capital Information on the use of credit derivatives to improve loan portfolio returns and optimize bank capital.
The Challenge of Credit Risk Speech by Federal Reserve Board member William McDonnough on credit risk management and leveling the playing field.
Divide and Conquer Article that argues for a portfolio approach to credit risk management.
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