credit risk

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Latest blogosphere posts tagged “credit risk”

 

• The Rise of the Attributes

  
  — Authority:
  It started subtly, but has been gaining momentum in recent months. Attributes, once obscure and little understood, are becoming more common and integral in lending processes. If you’ve heard people talk about attributes, but never really understood what they meant, this column may provide the insight you need to ...
  1 week ago

• [How-To: Practice Questions] P2.T6.313. Three-tiered securitization structure cashflows, Malz 9.2

  
  — Authority:
  AIMs: Evaluate one or two iterations of interim cashflows in a three-tiered securitization structure including the final cashflows to each tranche holder. Questions: 313.1. Lets assume the same three-tier securitization structure illustrated by Malz section 9.2 with identical assumptions, for convenience: -The ...
  1 week ago

• [How-To: Practice Questions] P2.T6.312. Structured credit products, Malz 9.1

  
  — Authority:
  AIMs: Identify common types of structured products and the various dimensions that are important to their value and structure. Describe the role of capital structure and credit losses in a securitization. Evaluate a waterfall example in a securitization with multiple tranches. Identify the key participants in a ...
  2 weeks ago

• African Guarantee Fund Credit Risk Manager Jobs career in Nairobi Kenya 2013

  
  Jobs In Kenya - Kenyan Jobs, Jobs kenya and vacancies — Authority: 163
  African Guarantee Fund Credit Risk Manager Jobs career in Nairobi Kenya 2013 Our client, African Guarantee Fund, a large multinational financial organisation based in Nairobi seeks to recruit a Credit Risk Manager who will be responsible for Implementation of the overall risk management processes and procedures for ...
  2 weeks ago

• Internet of Things: A few speculative thoughts #ficoworld

  
  JT on EDM — Authority: 137
  Copyright © 2013 http://jtonedm.com James Taylor Larry Rosenberger, FICO Research fellow, ex-FICO CEO and generally fascinating analytic thinker was up next to discuss analytics and the internet of things. For all the “speculative” in the title, Larry things the whole area of the internet of things is becoming ...
  2 weeks ago

• [How-To: Practice Questions] P2.T6.311. Credit VaR using single-factor model, Malz section 8.4

  
  — Authority:
  AIMs: Explain how Credit VaR of a portfolio is calculated using the single-factor model, and how correlation affects the distribution of loss severity for intermediate values between 0 and 1. Describe how Credit VaR can be calculated using a simulation of joint defaults with a copula. Questions: 311.1. ...
  2 weeks ago

• Problems of Slum Dwellers in Delhi

  
  — Authority:
  The Government has established a Credit Risk Guarantee Fund Trust (CRGFT) for guarantee without collateral loans taken for low income housing, with an initial corpus of Rs.1000 Crore. The Credit Risk Guarantee Fund Trust has been registered on May 1st, 2012 and the Credit Risk Guarantee Fund (CRGF) Scheme has been ...
  3 weeks ago

• [How-To: Practice Questions] P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)

  
  — Authority:
  AIMs: Calculate risk-neutral default rates from spreads. Describe advantages of using the CDS market to estimate hazard rates. Explain how a CDS spread can be used to derive a hazard rate curve. Construct a hazard rate curve from a CDS spread curve. Construct a default distribution curve from a hazard rate curve. ...
  4 weeks ago

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