Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...
The revised approach to the regulation of banks’ trading books – focusing on capturing deep losses during systemic crises and a tougher approach to internal-risk modeling – will limit lucrative ...
HONOLULU, April 18, 2007 - Kamakura Corporation reported today that a new edition of "Credit Risk Models and the Basel Accords," by Kamakura's Donald R. van Deventer and Kenji Imai, has been released ...