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Risk Control Limited
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Exchange rates, emerging market crises, trading strategies
Credit Risk, Regulation, Banks, Public Institutions
Credit Risk, Market Risk, Regulation, Banks, Public Institutions
Sovereigns, rating transition matrices, sovereign defaults
default rates, recovery rates, extreme value theory, VaR
Multilateral development banks, Preferred creditor status, Credit ratings, Rating agencies
Basel II, capital rules, securitization exposures
structured products, hedging, pricing, regression, conditional pricing functions
Volatility, financial assets, interest rate time series
emerging market, sovereign spreads, equity market indices
credit risk measures, sovereigns, standard and poor's, sovereign default, downgrades, upgrades
structured exposures, bonds, ABS, asset backed securities, risk, value at risk, VaR, expected shortfall, defaultable corporate bonds, return volatility
credit derivative models, stochastic spreads, corporate bonds, asset backed securities, ABS, risk
real options, bankruptcy, debt service, absolute priority, bargaining