In this 2-part module, we examine the approach of Standard & Poor’s to the assessment of credit risk for banks. We review the principal publications by S&P on this subject, examine the more critical calculations they require, and illustrate how the S&P guidelines are applied to specific banks around the world.
target audience:DX1 Corporate bankers, relationship managers, research analysts, credit risk managers
prerequisite required:
– None
prerequisite recommended:
– Basel I and Basel II: Quantitative Rules
Please click below pictures to explore the chapters:
