Here is a depressing fact: over the coming decades, sea-level rise will continue to threaten ecosystems, communities and cities. No matter how quickly we reduce our carbon emissions, our past ...

This paper looks at some technical issues when using CDS data, and if these are incorporated, the analysis or regression results are likely to benefit. The paper endorses the use of stochastic ...

NEW YORK--(BUSINESS WIRE)--Moody’s Analytics, a leader in credit risk measurement and management, today announced Through-the-Cycle EDF™ (Expected Default Frequency) measure, a quantitatively derived ...

Little research has focused on the information available after a loan has become delinquent, when managers must evaluate the costs of increasing collection efforts and reducing information asymmetry.

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

We estimate the causal effect of sovereign default on the equity returns of Argentine firms. We identify this effect by exploiting changes in the probability of Argentine sovereign default induced by ...

Powerful early warning indicator incorporating data from BVAL enables clients to proactively mitigate credit risk and identify trading and investment opportunities Bloomberg today announced its Market ...

LONDON, Aug 13 (Reuters) - The cost of insuring against an Argentine sovereign default jumped again on Tuesday as investors continued to react to the heavy defeat of President Mauricio Macri in the ...