Terms

Credit Risk

Credit Risk is the risk that a borrower won't be able to make the required interest or principal payments on a loan in a timely fashion

Entities

Concise Capital Management
CreditSights
HBK Capital Management
Kamakura Corporation
Mastercard Data & Services
S&P Global
Winhall Risk Analytics

People

Aaron Brown
Alfonso Peccatiello
Benn Eifert
Bhuva Shakti
Brett Friedman
Brett Tejpaul
Craig Mackinlay
David Merkel
David Shimko
David Tawil
Davis Edwards
Donald van Deventer
Edward Altman
Giovanni Tinella
Giuseppe Paleologo
Glenn Reynolds
Jim Walker
Jordan Kotick
Joseph Calandro Jr
Logan Mohtashami
Luis Seco
Marcos Carreira
Mark Shenkman
Michael Lebowitz
Mike Fierman
Moorad Choudhry
Mustafa Chowdhury
Peter Lacalamita
Ram Ahluwalia
Rich Apostolik
Robert Sales
Theodore Barnhill
Tim Johns
Torben Skødeberg
Will Peets
William Maxwell

Publications

Advanced Bond Portfolio Management
Advanced Financial Risk Management
An Introduction to Credit Derivatives
An Introduction to Value-at-Risk
Bankruptcy, Credit Risk, and High Yield Junk Bonds
Bond Markets, Analysis, and Strategies
Credit Derivatives
Credit Risk Models and the Basel Accords
Encyclopedia of Financial Models
Financial Risk Analytics
Financial Risk Management
Fixed Income Mathematics
Foundations Of Financial Markets and Institutions
GARP Risk Intelligence
Investing in Commercial Mortgage-Backed Securities
Managing Credit Risk
Market Tremors
Mathematical Methods for Finance
Measuring and Controlling Interest Rate and Credit Risk
Municipal Bond Portfolio Management
Operational Risk
Perspectives on International Fixed Income Investing
Quantitative Financial Risk Management
Risk Management in Trading
Stansberry’s Big Trade
The Handbook of Commercial Mortgage-Backed Securities
The Mathematics of Financial Modeling and Investment Management
Whole-Loan CMOs

Terms

Credit Analysis
Credit Linked Note
Subprime Mortgage