RiskMetrics Group - CreditMetrics Monitor

CreditMetrics^® Monitor – Spring 1999


User's Corner
Risk-return Reporting by Christopher C. Finger more information...
Worst Loss Analysis of BISTRO Reference Portfolio by Toru Tanaka, Shiekh Pancham, Tamumoye Alazigha more information...
Using Multiple Databases by Rob Fraser more information...
Methods and Applications
Conditional Approaches for CreditMetrics Portfolio Distributions by Christopher C. Finger 127 KB download \| more information...
The Valuation of Basket Credit Derivatives by David X. Li 106 KB download \| more information...
An Analytical Approach for Credit Risk Analysis Under Correlated Defaults by Krishan M. Nagpal, Reza Bahar more information...

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