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

This course is compulsory on the MSc in Financial Mathematics. This course is available on the MSc in Quantitative Methods for Risk Management, MSc in Statistics (Financial Statistics), MSc in ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

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 ...

High yield bonds, often referred to as “junk bonds,” have long been a compelling option for investors seeking enhanced portfolio income. However, their asymmetric return profile—characterized by ...