Menu

Intra-Portfolio Systemic Contagion

Regulatory changes in Europe have spurred banks to adopt new methods for credit risk evaluation. Lucio Biggiero explores the pros and cons of these fresh approaches, particularly with respect to analyzing the contagion effects between obligors in banks’ portfolios.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals