This course provides insights into the effective management of credit risk models, focusing on the latest Basel 3.1 and IFRS 9 requirements. Participants will deepen their understanding of key ...

The second paper in the issue, "Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?", is by Cho-Hoi Hui, Tak-Chuen Wong, Chi-Fai Lo and Ming-Xi ...

MSCI and Moody’s Corporation have partnered to launch an offering that assesses risks for private credit investments. The solution integrates MSCI private capital data with Moody’s EDF-X credit risk ...