1
-
1
of
1
results (0.48 seconds)
Sort By:
-
Session 7: C-ROSS Phase II – Credit Risk and Market Risk
Risk The key tasks of credit risk capital project under CROSS II mainly focus onL(1 )Adjustment of measurement ... Calibration of risk factors, including both credit spread risk and credit default risk;3)Introduction of concentration ...- Authors: Xin Liu
- Date: Jul 2019
- Competency: Communication; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Experience Studies & Data; Public Policy; Technology & Applications