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Paper / 2025SMQ / 224067669060410
Bankers’ pay and the evolving structure of US banking
Anderson, Ronald W. / Jõeveer, Karin
bankingResource overview

Bankers’ pay and the evolving structure of US banking

Paper2025

by Anderson, Ronald W., Jõeveer, Karin

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banking

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Suggested foundations for credit and counterparty risk. Specialist prerequisites vary by paper.

Before you read

  1. Credit Instruments, PD/LGD/EAD, and Rating Migration

    Separate default probability, loss severity and exposure.

  2. Conditional Expectation

    Read conditional default and exposure quantities.

Go further

  1. Threshold Models and the Gaussian Copula for Portfolio Default

    Study dependence between defaults.

  2. CVA and DVA

    Connect exposure and counterparty losses to valuation adjustments.

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