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This paper introduces a credit portfolio framework that allows for dependencies between default probabilities, secured and unsecured recovery rates and exposures at default (EADs). The overall ...

The BIS indicated in July 2020 an unprecedented rise in default risk correlation as a result of pandemics-induced credit risks’ accumulation. A third of the world banking assets credit risk ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

NEW YORK, May 31 (Reuters) - The probability of a U.S. default has declined to its lowest since January, according to MSCI estimates, as a debt ceiling deal gets closer to the finish line. The ...

Rising temperature and growing threat of climate change may increase default risk in 30 per cent of agri and housing loans portfolio in the next five years, according to an analysis by BCG. According ...