Crunching Credit - Best Practices in Modeling and Managing Credit Risk

May 01, 2015


Crunching Credit  - Best Practices in Modeling and Managing Credit Risk

Investments in instruments carrying credit risk have become increasingly important across a number of sectors, especially for insurance firms and pension funds. The move toward larger allocations to credit has been driven by a sustained period of low yields, supply shortages for long maturities and deteriorating credit outlook for government debt, making riskier assets appear more attractive on a relative basis.

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