Puneet Redu provides independent assurance on Basel III-aligned AIRB model governance, evaluating credit risk frameworks and regulatory capital compliance for banks.

Structural models of default are widely used to analyze corporate bond spreads, but have generally been unable to explain why risk premiums are as high as they are. This credit spread puzzle can be ...

The weekly interest rate simulation now includes an assessment of the probability of default when a bank, institutional investor, or individual investor has a significant interest rate mismatch ...

NEW YORK, March 18 (Reuters) - Default expert Edward Altman is teaming with RiskMetrics Group to offer credit ratings on North American companies, responding to a need for better default warnings in ...