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CreditRisk+: A Credit Risk Management Framework
Company: Credit Suisse First Boston
Company Url: Click here to open
Year Of Publication: 1997
Month Of Publication: January
Pages: 72
Download Count: 715
View Count: 7062
Comment Num: 0
Language: EN
Who Can Read: Free
Date: 10-2-2003
Publisher: Administrator
Since the beginning of the 1990s, Credit Suisse First Boston (“CSFB”) has been developing and deployingnew risk management methods. In 1993, Credit Suisse Group launched, in parallel, a major project aimedat modernising its credit risk management and, using CSFB’s expertise, at developing a more forwardlookingmanagement tool. In December 1996, Credit Suisse Group introduced CREDITRISK+ - a Credit RiskManagement Framework.Current areas of development in credit risk management include: modelling credit risk on a portfolio basis;credit risk provisioning; active portfolio management; credit derivatives; and sophisticated approaches to capitalallocation that more closely reflect economic risk than the existing regulatory capital regime. CREDITRISK+addresses all of these areas and the relationships between them.CREDITRISK+ can be applied to credit exposures arising from all types of products including corporate and retailloans, derivatives, and traded bon
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