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From Open Risk Manual
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- ...www.openriskacademy.com/course/view.php?id=64 Introduction to Input-Output Models using Python] * [https://www.openriskacademy.com/course/view.php?id=38 Analysis of Credit Migration using Python TransitionMatrix]19 KB (2,522 words) - 14:31, 9 May 2024
- ...ution is obtained it is possible to estimate various risk measures for the credit portfolio. There are several broad categories of models (which generally overlap) and very many variations in data inputs, model sp4 KB (586 words) - 20:49, 21 November 2022
- ...efining characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standalone basis but in an aggregat == Credit Portfolio Management Approaches ==7 KB (943 words) - 14:41, 15 November 2021
- ...' denotes any mathematical framework that aims to emulate the evolution of credit systems There is a large variety of possible credit portfolio models reflecting the diversity of both3 KB (429 words) - 14:55, 23 June 2020
- == Best Practices in Credit Portfolio Management == ...oosely on the original publications of IACPM<ref>IACPM, Sound Practices in Credit Portfolio Management, 2005</ref>, the BIS<ref>BIS, Range of Practices and I12 KB (1,494 words) - 20:11, 11 March 2024
- ...nsideration in the context of the development of [[Probabilistic Graphical Models]] In the context of a [[Credit Network]] model is a stochastic framework where the realisation of [[Risk F1 KB (190 words) - 21:02, 11 September 2020
- ...odels - prove useful for broadening stress tests, as these models consider contagion through common exposure, interbank funding relationships and the endogenous3 KB (481 words) - 11:50, 26 March 2021