the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

This paper presents fresh findings about key determinants of credit risk of commercial banks in emerging economy … economies are India, Korea, Malaysia, Mexico and Thailand. Credit risk theories and empirical literature suggest eight credit … risk determinants. We find anywhere from two to four factors are alone significantly correlated with credit risk of any one …

in the south ofthat state, the greatest region producer, trough two models of Value at Risk (VaR), theNormal Model and … shareof risk taken by them. Therefore, would be really important, and useful, to calculate therisk share of each player. Than …, this article showed the risk amount absorbed by theplayers in the coffee market of Minas Gerais, based in the prices paid …

Recent and presumable future developments tend to increase the risk associated with farming activities. This causes an … increasing importance of risk management. Farmers have a wide variety of possibilities to influence the risk exposure of their … as to match the resources of the farm as well as the farmer's attitudes towards risk. The paper addresses this issue …

This dissertation consists of three essays which are all devoted to the credit risk of non-financial companies and … three specific aspects, which, I argue, are especially important for the credit risk of the firm, but have not been given … their due attention in past research. These are namely the dynamic control of the capital structure and the risk level of …

-transactions. These premia are credit spreads on top of the risk free interest rate and compensate investors for the expected annualized … default loss and for the risk of default losses. Focusing on the second component, the pure risk aversion premium, the paper … estimates the relative risk aversion (RRA) implied by the credit spreads and the loss distributions of 215 differently rated …

- Estimation of default probabilities- Exposures- Recovery Rates- Pricing- Concepts of portfolio dependence- Time horizons for risk … calculations- Quantification of portfolio risk- Estimation of risk measures- Portfolio analysis and portfolio improvement …An analysis and further development of the building blocks of modern credit risk management:- Definitions of default …