Learn how to accurately quantify credit risk with key measures such as probability of default, loss given default, and exposure at default for informed lending.

David Croen, Head of Risk Products at Bloomberg L.P., was interviewed by Alison Fletcher, a Corporate Treasury Specialist at Bloomberg, on what customers have faced when evaluating credit rate risk ...

Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...

In online commerce, the seller can be held liable for fraudulent charges. However, there are preventative steps you can take ...

The direct lending market has experienced dramatic growth and become a vital and growing part of institutional investors’ portfolios, offering potentially attractive risk-adjusted returns with higher ...

Financial derivatives have greatly enhanced the range of tools available for managing financial risks. Currently, derivatives are widely used to mitigate and reallocate the financial risk related to ...

The financial world typically uses rules and formulas to evaluate risk. Credit-rating agencies assign ratings on the basis of specific metrics such as debt-to-EBITDA ratios and interest coverage.

Dynamic risk measures are increasingly critical in financial modelling for evaluating and managing risk over time in an environment characterised by continual information flow and evolving market ...

Indices in the FTSE Canada Bank Credit Spread Index Series are transparent and designed to be replicable, with individual security holdings, prices and spreads disclosed daily. The design of the ...