CreditMetrics Monitor - First Quarter 1998

  • Managing credit risk with CreditMetrics and credit derivatives
  • The effect of systematic credit risk on loan portfolio value-at-risk and loan pricing
  • Syndicated bank loan recovery
  • Uses and abuses of bond default rates
  • Errata to the first edition of CreditMetrics Technical Document
March 3, 1998
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First Quarter 19981.22 MB