Credit Management Related News

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Watchers of this site will have noticed that there is nothing particularly "new" about my "News" pages.   It has not really been my focus and so I am thinking of taking it (this "News" section) down.  :-(

InterNet Bankruptcy Library - News Archive

Credit the magazine for international credit markets.

BankruptcyData.com headline US bankruptcy news.

creditnews.com  the latest news on the financial condition of the nation's businesses.  (Paid Subscription Only)

Credit Derivatives News August/ September/ October 2001

RiskNews Daily news for derivatives and risk management professionals.

Moody's sets up academic forum for risk analysis

June 7, 2001 - Moody's Risk Management Services has created an academic advisory committee of international academic risk experts to study credit risk modeling and credit portfolio management techniques.  The idea is to open channels of idea exchange between practitioners within Moody's, who have access to the world's largest relevant data-sets, with some of the leading academic researchers in the field.

"Moody's has always believed that academic research in economics and finance will help produce better management of credit-sensitive portfolios," said Moody's president John Rutherford.

John Hull, Maple Financial Group professor of derivatives and risk at the Joseph L Rotman School of Management, and director of the Bonham Centre for Finance at the University of Toronto, will be the committee's first chair. He will be joined on the committee by: Alan White, another professor of finance at the Joseph L Rotman School of Management, University of Toronto; Darrell Duffie, the James I Miller professor of finance at Stanford University; Stephen Figlewski of New York University and editor of the Journal of Derivatives; David Lando of the University of Copenhagen; William Perraudin, professor of finance at Birkbeck College, London; David Heath, Orion Hoch professor and director of the Center for Computational Finance, Carnegie Mellon University.

Moody's will have two representatives on the committee: Roger Stein, managing director of quantitative risk analytics at Moody's Risk Management Services, and newly-appointed managing director of ratings research and analysis for credit ratings at Moody's Investors Service, Richard Cantor. The latter is leading a team focusing on default research and developing quantitative monitoring tools in his new role at Moody's.

Moody's Risk Management Services Algorithmics Default Probabilities

NEW YORK--(BUSINESS WIRE)--Nov. 21, 2000 via NewsEdge Corporation Moody's Risk Management Services (MRMS) and Algorithmics Incorporated today announced plans for coordinating their products and expertise in the area of default prediction and portfolio credit risk management.

MRMS and Algorithmics will link MRMS's suite of RiskCalc default prediction models and Portfolio Credit Risk Engine (PCRE), Algorithmics' credit portfolio analysis software. This integration will enable banks, central banks, asset managers and traders to improve the analysis of the credit risk, credit capital and return profiles of portfolios of risky assets such as bonds, derivatives and corporate loans.