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Crouhy, Michel’ AUTHOR PAGE
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E-Mail: Michel.Crouhy@cibc.ca
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Affiliation: New York University
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The Subprime Credit Crisis of 2007 2008
Crouhy, Michel
Jarrow, Robert
Turnbull, Stuart
 
The current U.S. financial crisis began in 1997 when the market lost confidence in the creditworthiness of subprime mortgages and the structured finan...
Insuring versus Self-Insuring Operational Risk: Viewpoints of Depositors and Shareholders 2004
Crouhy, Michel
Galai, Dan
Mark, Robert
 
Procedures for measuring exposure to market risk, and for allocating risk capital against it, have been put into place by banking authorities in Europ...
Credit Risk Assessment: A Comparative Study of Different Methods 2004
Crouhy, Michel
 
This presentation provides a comparison of CreditMetrics and KMV, as well as regulatory approaches. ...
The Essentials of Risk Management 2004
Crouhy, Michel
Galai, Dan
Mark, Robert
 
Ignorance of financial risk management leaves many non-risk professionals wondering, "What did I miss?" The Essentials of Risk Management provides dec...
A Comparative Analysis of Current Credit Risk Models 2000
Crouhy, Michel
Galai, Dan
Mark, Robert
 
The new BIS 1998 capital requirements for market risks allows banks to use internal models to assess regulatory capital related to both general market...
What Keeps Me Awake at Night and What I Would Like to Know 2001
Crouhy, Michel
 
Presented at the Risks of Financial Institutions Meeting, hosted by NBER, Cambridge MA USA....
Comparative Analysis of Current Credit Risk Models 2000
Crouhy, Michel
Galai, Dan
Mark, Robert
 
The new BIS 1998 capital requirements for market risks allows banks to use internal models to assess regulatory capital related to both general market...
Risk Management 2000
Crouhy, Michel
Mark, Robert
Galai, Dan
 
Last year's headline-grabbing stories of the notorious bailout of Long-Term Capital Management and the 1.4 billion credit loss for BankAmerica opened ...
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