Analysis and comparision of credit risk methodologies

• Main Authors: Leong, Kok Choong., Lim, Han Kiat.
• Other Authors: Ho, Kim Wai
• Format: Theses and Dissertations
• Language: English
• Published: 2008
• Subjects: DRNTU::Business::Finance::Risk management
• Online Access: http://hdl.handle.net/10356/6748
• Institution: Nanyang Technological University

In 1993, the Bank for International Settlements (BIS) proposed a method by which financial market risk would be charged. The proposed methodology proved to be so unpopular that that it galvanized the trading community into trying to find a common measurement standard to measure market risk. In 1994,...