credit (63)
As it is possible to read in the article, the modeFinance financial analysts have studied the evolution of the financial performances for more than 3 million companies all around the world during the triennial 2007-2009, with the purpose of understanding the effects of the financial crisis in the compa
Basel III
There has been a lot of debate around the world over the new Basel III accord and what it means for banks. A set of blog articles have been published on the Causal Capital webpage which discuss various aspects of this new mandate.
Wrong Way Risk
Wrong Way Risk occurs when exposure to a counterparty is adversely correlated with the credit quality of that counterparty and features heavily in the Basel III requirements. This blog article discusses what drives wrong way risk and the measur