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Paper / 2022SMQ / 229539301814832
How sustainable banking fosters the SDG 10 in weak institutional environments
Aracil, Elisa / Forcadell, Francisco Javier / Mendez, Alvaro / Úbeda, Fernando
bankingResource overview

How sustainable banking fosters the SDG 10 in weak institutional environments

Paper2022

by Aracil, Elisa, Forcadell, Francisco Javier, Mendez, Alvaro, Úbeda, Fernando

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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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