The Measurement and Control of Credit Risk in the Chinese Banking Sector and the Application of CreditMetrics Model

QR Code

The Measurement and Control of Credit Risk in the Chinese Banking Sector and the Application of CreditMetrics Model

Financial globalization, increased volatility of financial markets and rapid developments in financial engineering has dramatically increased the risks of a bank's trading position. Of the major risks involved in banking management, credit risk is regarded as the major risk in terms of its infl...

Full description

Bibliographic Details
Main Author:	Guo, Xiaofei
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	Credit risk management credit risk modelling CreditMetrics model
Online Access:	https://eprints.nottingham.ac.uk/20474/

Similar Items

A dynamic integration approach of credit and operational risk measurement and management
by: Haron, Mohd Azmi
Published: (2016)

Credit Risk Management in Chinese Banking Industry
by: Zhang, Lei
Published: (2006)

A study of credit risk measurement models：Evidence from Chinese listed companies
by: Zhao, Jing
Published: (2022)

Chinese Credit Card Interest Rate: Recent Credit Card Pricing Model Progress and the Comparative Study
by: Wang, Ting
Published: (2008)

Impact of Credit Risk in Farm Planning in the Chiang Mai Valley, Thailand: A Multiperiod Risk-Programming Analysis of Credit Reserves
by: Thani, Pichit
Published: (1993)

Credit Portfolio Management in Financial Institutions
by: Sawhney, Mamta
Published: (2005)

Introduction of Credit Derivatives and Valuation of Credit Default Swap
by: Han, Lu
Published: (2006)

A consumer centred investigation of differentially private risk assessment models in consumer credit
by: Pena, Ana Rita
Published: (2025)

Cross-Market Heding during The Credit Crunch
by: Huang, Yibing
Published: (2008)

An empirical analysis of the determinants of bank's credit risk and evaluating the relationship between these determinants and the credit risk
by: Feng, Shu-Xin
Published: (2015)

Sovereign credit risk spillover
by: Xie, Hui
Published: (2014)

An analysis of households' credit markets in Ethiopia and Malawi.
by: Fichera, Eleonora
Published: (2010)

DETERMINANTS OF SOVEREIGN CREDIT DEFAULT SWAP (CDS) SPREAD: A CASE STUDY OF INDONESIA 2005-2015
by: AGUSTINA, ARININGTYAS WIDYASNIA
Published: (2015)

Hybrid harmony search-artificial intelligence models in credit scoring
by: Goh, Rui Ying
Published: (2019)

Evaluating a credit guarantee agency in a developing economy: A non-parametric approach
by: Ong, Hway Boon, et al.
Published: (2003)

Essays on credit default swaps
by: Guo, Biao
Published: (2013)

Underlying lending loans principle based on 7 C’s of credit assessment in credit processing department: a case study of Bank Kerjasama Rakyat (M) Berhad Malacca Branch / Muhammad Syafiq Anuar
by: Anuar, Muhammad Syafiq
Published: (2011)

Differences between Islamic credit card and conventional credit card
by: Riyadi, Noerma Madjid, et al.
Published: (2011)

Factors influencing islamic credit card holders / Nik Alis Rina Jamsari.
by: Jamsari, Nik Alis Rina
Published: (2019)

Credit Default Swaps: Are they Useful or Lethal for Financial Stability
by: Anees, Fuzail
Published: (2006)

Factors influencing customers to choose Bank Rakyat Islamic credit card / Siti Nur'ain Ismail Yatim
by: Ismail Yatim, Siti Nur'ain
Published: (2019)

A study on the factors that influence the usage of credit card: case in Kelantan / Nur Fadhilah Ismail
by: Ismail, Nur Fadhilah
Published: (2011)

The default risk, enhancement and credit spread: evidence from China
by: Tang, Meiyazhu
Published: (2023)

The profile of credit defaulters in Bank Rakyat Masjid Tanah / Norhamizah Mohd Noor
by: Mohd Noor, Norhamizah
Published: (2004)

Online P2P lending industry: an international analysis
by: Lan, Meijing
Published: (2019)

An empirical investigation of pricing and competition in the UK credit card market
by: Knight, Helen Julie
Published: (2010)

The Study of the significance of Fintech to the development of risk management
by: TANG, TIANYU
Published: (2017)

Factors influencing credit card spending behaviour among gen Y employees in Zuellig pharma Sdn. Bhd. / Fatin Atasha Md Zaki
by: Md Zaki, Fatin Atasha
Published: (2015)

A study on the credit policy practice by Professional Services Development Corporation (PSDC) in account receivable management / Siti Nadrah Sh Mohd Afandi
by: Sh Mohd Afandi, Siti Nadrah
Published: (2010)

The impact of FinTech on bank's credit risk: Evidence from China
by: Wu, Danzi
Published: (2022)

The determinants of credit risk of 9 selected banks listed on Bursa Malaysia /Nur Afiqah Ridzuan
by: Ridzuan, Nur Afiqah
Published: (2019)

Loan process of micro credit loan: a case study on Agrobank branch of Melaka / Siti Salbiyah Md Said
by: Md Said, Siti Salbiyah
Published: (2010)

Development of a two-level trade credit model with shortage for deteriorating products using hybrid metaheuristic algorithm
by: Molamohamadi, Zohreh
Published: (2015)

A modified KMV-Merton model for predicting the levels of credit risk among Malaysian public listed companies / Norliza Muhamad Yusof
by: Muhamad Yusof, Norliza
Published: (2013)

A study on credit evaluation of power consumer based on the topsis and AHP method
by: Nongkang, Jumriani
Published: (2013)

Three essays on credit ratings
by: Ronchetti, Marta Allegra
Published: (2018)

Efficiency Evaluation of Credit Guarantee Corporation (Malaysia) Berhad, 1974-1999
by: Ong, Hway Boon
Published: (2001)

Credit Ratings and Capital Structure in Chinese Listed Companies
by: WANG, QIAN
Published: (2017)

Determinants of economic performance of micro-credit clients and prospect of Islamic microfinance in Malaysia
by: Md Saad, Norma, et al.
Published: (2010)

Islamic Letter of Credit (LC-i) in Malaysia: the UCP 600 and the issue of interest
by: Syed Alwi, Sharifah Faigah, et al.
Published: (2011)