TITLE

Pushing the boundaries of credit analysis

AUTHOR(S)
Duan Jin-Chuan; Oliver Chen
PUB. DATE
February 2012
SOURCE
Asia Insurance Review;Feb2012, p74
SOURCE TYPE
Trade Publication
DOC. TYPE
Article
ABSTRACT
The article focuses on the ways for effective credit analysis for insurance companies to overcome credit risk. It mentions about credit risk face by insurance companies due to default and explains the current method for calculating the probability of default (PD) which uses financial statements and stock market information. It also discusses the alternative methods from credit ratings to assess PD, developed by the Risk Management Institute (RMI) at the National University of Singapore.
ACCESSION #
77195066

 

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