Credit risk measurement: developments over the last 20 years

Article Abstract:

An assessment of literature dealing with credit risk measurement was undertaken in an effort to gain better understanding regarding its evolution for the past two decades. Credit risk measurement has evolved significantly for the past 20 years which is mainly due through the help of various secular forces, which have used credit risk measurement extensively. Moreover, a new strategy for calculating the risk and returns associated with loans and bonds was formulated.

Credit Mgmt NEC, Risk (Economics), Mensuration, Measurement, Credit management

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Issues in the credit risk modeling of retail markets

Article Abstract:

The most recent BIS proposals for the credit risk measurement of retail credits in capital regulations are surveyed. The recent trend away from relationship lending toward transactional lending in the small business loan arena is described.

United States, Forecasts, trends, outlooks, Retail Trade, Asset & Risk Management, Retail industry, Forecasts and trends, Risk management, Market trend/market analysis, Credit market, Credit markets

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