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structure)       Title                       Author (S)

Korea           The Korean Financial SystemTsutsumi, M., R. S. Jones and T. F. Cargill
Korea           Weekly Newsletter          Financial Supervisory Service
Korea                                        Hyoungsik Noh
                Instilling Responsible Lending Practices in Korea
Korea                                       Jae-Youn Improving Financial Company Liquidation ProceduresIm
                Strengthening Depositor Protection by Lee
Korea                                       Winston in Korea
                Comment on Consumer Credit Market T. H. Koh since the Economic Crisis
Korea                                       Kang Seung-woo
                Card Loans Worsen Household Debt
Korea                                       Choongsoo Kim
                Choongsoo Kim: The challenges of surveillance and coordination
Korea                                          Sokmo Yun and Soyeon the most likely fallout to watch

                Reality check on regulatory risks – "moral suasion" is Hong                            suasion" i
Korea                                          Korean Investment one-off factors
                Feb industrial activities: Delayed recovery due toand Securities
Korea                                          FSS
                FSS Newsletter Summary of March Press Releases
Korea                                          Risk Briefing
                South Korea technology: Risk overview
Korea                                          this is actually
                File titled: KIF responsible lending apr2011 a duplicate file of above: Instilling Responsible Le
Korea                                          Hee Chun Chung
                The Bank of Korea's Political Response to the Global Financial Crisis
Korea                                          Mr Ben S Bernanke
                Ben S Bernanke: The policy response to the crisis in Korea and otheremerging market econom
Korea           File titled: r110307e          this is a duplicate of file above: Choongsoo Kim: The challenges o
Korea                                          Choongsoo Kim
                Choongsoo Kim: Changes in the global financial and economiclandscape and challenges facing
Korea           Journal of Korean Law          multiple
Korea                                          Meral Karasulu
                Stress Testing Household Debt in Korea
Big Picture                                    Nick Foti, Scott An Extinction Analysis
                Stability of the World Trade Web Over Time- Pauls, and Daniel N. Rockmore
Big Picture                                    Aon
                Global Risk Management Survey Risk Solutions
Big Picture                                    Monetary and Capital Markets Department
                Central Banking Lessons from the Crisis
Big Picture     Basel II Implementation in AsiaWalter Yao
Big Picture                                    Sonia on Asia and Bruno Carrasco, Tadateru Hayashi,And Hiranya
                The Global Financial Crisis: Impact Brunschwig, Emerging Consensus
Big Picture                                    Tae Soo Kang and Guonan Ma
                Growing Asian credit card markets amid the global financial crisis
Big Picture                                    Tae Soo Kang, Guonan Ma
                Recent episodes of credit card distress in Asia
Big Picture                                    Simone Depression ScenarioThe Great Depression Scenario
                Stress Testing Credit Risk: The Great Varotto
Big   Picture                                 Patricia Jackson
                The Forward Agenda for Regulators and Banks
Big   Picture                                 Professional Risk Manager's International Association
                US Consumer Credit Risk Trends and Expectations 1Q 2011
Big   Picture                                 Guonan Ma and
                China’s high saving rate: myth and reality
 Wang Yi
Big   Picture                                 Matthieu Bussière, Sweta C. on Output
                Chronicle of Currency Collapses: Re-examining the EffectsSaxena and Camilo E. Tovar
Big   Picture                                 Mathias Drehmann,
                Countercyclical capital buffers: exploring options Claudio Borio, Leonardo Gambacorta,Gabriel
Big Picture                                       Richhild Moessner and William Allen
                 Banking crises and the international monetary system in theAGreat Depression and now
Big Picture                                        risk
                 After the storm A new era forSAS management in financial services
Analytics                                         Vasilis Aggelis, Dimitris Christodoulakis
                 Association Rules and Predictive Models for e-banking Services
Analytics                                         Daniela Şchiopu
                 Applying TwoStep Cluster Analysis for Identifying Bank Customers’ Profile

Analytics                                         Tony Bellotti Defaultusing Dynamic Models
                 Forecasting and Stress Testing Credit Cardand Jonathan Crook
Analytics                                        Hian Chye Scoring Models with Data Mining
                 A Two-step Method to Construct CreditKoh, Wei Chin Tan, Chwee Peng Goh Technique
Analytics                                         David J. Approach to Reject Inference on Consumer Credit Scorin
                 Multiple Imputation as a Missing DataFogarty
Analytics                                         KL Wong
                 Data Management for Risk Management: The Importance of Data-Oriented Systems
Analytics                                         Sumit The Role Souphala Chomsisengphetb, and Chunlin Liuc
                 Consumer Bankruptcy and Default: Agarwala,of Individual Social Capital FormationCharacterist
Analytics                                        Richard A. Derrig, Practice Management
                 Effective Predictive Modeling- Data, Analytics, andKarthik Balakrishnan
   Basel                                          Saksoft
Analytics II Solution Implementation- The Basel II Accord
Analytics                                         unknown
                 Cluster Analysis:Basic Concepts and Algorithms
Analytics                                         Subhash
                 Cluster Analysis and Factor Analysis Sharma, Ajith Kumar
Analytics       Credit Scoring Development and Methods
                                              James Marinopoulos
Analytics                                     Charlie Gluckman and Ah Mun
                Helping over-indebted consumers, Analytical supplement Kuan
Analytics                                     Manju Puri, Jörg Rocholl, to Sascha Steffen§
                On the Importance of Prior Relationships in Bank LoansandRetail Customers
Analytics                                     Jeff Morrison
                How to Stress Test Your Credit Portfolio
Analytics                                     Edward Huang User Acceptance - A
                Credit Risk Scorecard Design, Validation andand Christopher ScottLesson for Modellers and Ris
Analytics                                     David J. Hand
                Reject inference in credit operations: theory and methods
Analytics                                     Edward Xiao-Ming work
                Decision science in retail banking: innovation atHuang
Analytics                                     Lungi Mazibuko, Lindiwe Dlukulu, Dimakatso Qocha, Veli Mfetane,
                An Investigation into theIndebtedness of Consumers: a case study of the South African Middle
Analytics                                     Linda Allena markets
                Issues in the credit risk modeling of retail ,Gayle DeLongb,Anthony Saundersc,
Analytics                                     Bryan D. Nelson
                Variable Reduction for Modeling using PROC VARCLUS
Analytics                                     Dr Paul Russell
                Over-indebtedness & responsible lending in the UK
Analytics                                      Sampling
                Data Mining and the Case forSAS institute
Analytics                                     Portfolio Guide

                Empirical Credit Scoring Model: User’sDefense
Analytics                                     Sam Buttrey
                Understanding Variable Interactions for Better Scorecards
Analytics                                     Luis portfolio valuations — Katics
                Scores increase precision of retail Rodriguez and Michellea case study
Analytics                                     Tony Bellotti Defaultusing Dynamic Models
                Forecasting and Stress Testing Credit Cardand Jonathan Crook
                Stability of the World Trade Web Over Time- Pauls, and Daniel N. Rockmore
Data Visualization                            Nick Foti, Scott An Extinction Analysis
                An                            Gillian Rose
Data Visualization Introduction to the Interpretation of Visual Materials
                Best Practices in Data MiningExecutive SummaryTyndall, Greg Carriere, Rob Champion
Data Visualization                            Richard Boire, Paul
                Euro Area Banking, Sector Integration: Using Hierarchical ClusterMaria Puigvert Gutiérrez
Data Visualization                            Christoffer Kok Sørensen and Josep Analysis Techniques
Data Visualization Mining – Best Practices
                Data                          Louise Francis
                Cluster Analysis
Data Visualization                            unknown
                Think Quarterly: The Data Issue Brittin
Data Visualization                            Matt
Risk Management                               Grigoris Karakoulas
                Stress Testing of ConsumerCredit Portfolios
                The
Risk Management Risk-Based Pricing Rules Rebecca Reagan and Mandie Aubrey
                The                           Scott D. Aguais and Lawrence R. Forest Jr.
Risk Management Future of Risk-Adjusted CreditPricing in Financial Institutions
Risk Management Global Credit Bureau Program  International Finance Corporation
Risk Management Credit Management UnboundJoanne Y. Cleaver
Risk Management Credit assessment and arrears management in an unsecured lending environment
                                              Micahael Kiln
             The
Risk Management GARP Risk Index              unknown
             Risk Management- Why and How? L. Head
Risk Management                       George
             The                       multiple
Risk Management Changing Face of Regulation
             Risk Management Lessons Worth Remembering
 Conan C. Crum
Risk Management                                        From
                                      Bennett W. Golub and the Credit Crisis of 2007 – 2009

             New Techniques for Maximizing the Lifetime Profitability of your Customer Base.
Risk Management                          Jeffrey Pease.
Regulatory                                and Lörinc, Claudia Ružičková
             Provisions according to IFRSJuraj BASEL II
Regulatory                                 of Implementing Brasil
             Policy & Practical Challenges Banco Central DoBasel II
Regulatory                                 disclosures
             Assessment of banks’ Pillar 3Committee of European Banking Supervisors
Regulatory                                 Stefan Hlawatsch and
             Economic Loan Loss Provision and Expected Loss Sebastian Ostrowski
Regulatory                                    Zealand
             Quality of bank capital in New Kevin Hoskin and Stuart Irvine
Regulatory                                   Bogie Ozdemir
             The Role of External Ratings Under Basel II
Regulatory                                   Deloitte Financial Services
             Understanding the framework- Adopting the Basel II Accord in Asia Pacific
Regulatory                                   KPMG
             Basel II in the Asia Pacific Banking Sector Survey 2008 Implementing operational risk manageme
Regulatory   file 36843188-Journal-of-Regulation-Risk-North-Asia-Volume-II-Summer-Fall-edition-2010 is a cop
Regulatory                                   multiple
             Journal of Regulation & Risk North Asia
Regulatory                                   Nobuyoshi
             Basel II and Recent Market DevelopmentChihara
Regulatory   New International Accounting CATN Krishnakumar Losses of Financial Assets Under IAS 39-Fin
                                             Concepts–Impairment
Regulatory                                   Adrian van Rixtel, Japanese Banking: A Kimie Harada
             The New Basel Capital Accord and Its Impact onIoana Alexopoulou andQualitative Analysis
Regulatory                                   Scott D. Aguais and Lawrence R. Forest Jr.
             The Future of Risk-Adjusted Credit Pricing in Financial Institutions
Regulatory                                   unknown
             Minimum Capital Requirements For Banks & DFIs Revised Regulatory Capital Framework under B
Regulatory                                   JAE Flores, Tania Lemus Basualdo,
             Regulatory use of system-wide estimations of PD, LGD and EAD Ana Regina Quintana Sordo, a
Regulatory   Basel II – A Review for Reinsurers Carpenter
                                             Guy
Regulatory   From Basel II to Basel III — Changes, Improvements, and Proposals
                                             Peter Went
Regulatory   Guiding principles for the replacement of IAS 39
Regulatory                                   Bank for
             Countercyclical capital buffer proposal International Settlements
Regulatory                                   Bank for International Settlements
             Proposal to ensure the loss absorbency of regulatory capital at the point of non-viability
Regulatory                                   Bank for International Settlements
             Principles for enhancing Corporate governance
Regulatory                                   Bank for International Settlements
             Good practice principles on supervisory colleges
Regulatory                                   Bank the financial crisis: report to
             The Basel Committee’s response tofor International Settlements the G20
Regulatory                                   Bank for International Settlements
             Calibrating regulatory minimum capital Requirements and capital buffers: a top- down approach
Regulatory                                   Bank policy challenges in Asia and
             The international financial crisis andfor International Settlements the Pacific
Regulatory   The Bank of Korea’s policy response to the global financial crisis
                                             Hee Chun Chung
Regulatory                                   Alexandre Lamfalussy, et al.
             The future of central banking under post-crisis mandates
Regulatory   Capital After the Shock         Darren Apostolik
Regulatory                                   FRSGlobal Centre of Risk & Regulatory Excellence
             Comment piece: IFRS implementation in Asia Pacific and Japan
Regulatory   Impact of Basel II On the South African Banking System
                                             Oscar Jacobsohn
Regulatory   Downturn LGDs for Basel II RMA Capital Working Group
Regulatory   Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes
                                             Daniel Pérez, Vicente Salas and Jesús Saurina
Regulatory                                    framework
             Enhancements to the Basel II Bank for International Settlements
Regulatory                                   Bank for International Settlements
             2010 FSI Survey on the Implementation of the New Capital Adequacy Framework
Regulatory                                   Elie Heriard Dubreuil
             Glossary For The Basel II Accord And Standard & Poor's Risk-Adjusted Capital Framework
Regulatory                               Scott Reinsurance
             Capital Adequacy in Insurance and E. Harrington
Regulatory   Loan-to-Value Ratio as a Macro-Prudential Tool- Hong Kong’s Experience and Cross-Country Ev
                                         Eric Wong, Tom Fong, Ka-fai Li and Henry Choi
Regulatory                                   data a practical
             Stress testing with incompleteStacia Howard guide
Regulatory                                  Yong-Won Kim
             Similarities and Differences: IFRS and Korean GAAP
Regulatory                                  REPARIS
             The Use of IFRS for Prudential and Regulatory Purposes Collective assessment of loan impairme
Regulatory   Loan Loss Provisioning         unknown
Regulatory                                  Bank for International Settlements
             Developments in Modelling Risk Aggregation
Regulatory                                  Risk Advisory 39 by using Basel II parameters
             Loan impairment modeling according to IAS Services
Regulatory                                  HKMA
             Stress Testing the Banking System
Regulatory                                  Stefan Hlawatsch, Sebastian Ostrowski
             Economic Loan Loss Provision and Expected Loss
Regulatory                                  F
             Spanish Provisions under IFRSinancial Accounting Standards Board
Regulatory   Loan Loss Accounting           Financial Accounting Standards Board
Regulatory                                  Price Waterhouse Coopers
             IFRS: The Complex Issues Banks Face
Regulatory                                  Bank Development
             International Banking and Financial for International Settlements
Regulatory                                   What can we learn?
             Macro stress tests and crises:Mathias Drehmann, Rodrigo Alfaro
Regulatory   K C Chakrabarty: Banking and beyond – new challenges before Indian financial system
                                            Dr K C Chakrabarty,
Regulatory                                  GARP
             Regulation: Basel III Surfing the Regulatory Tsunami
Regulatory                                  The Risk Management Association
             Credit Risk Capital for Retail Credit Products: A Survey of Sound Practices
Regulatory   Risk Topography              Markus K. Brunnermeier, Gary Gorton, and Arvind Krishnamurthy
Regulatory   Loss Coverage and Stress Testing Mortgage Portfolios: A Non-Parametric Approach
                                          Adolfo Rodríguez and Carlos Trucharte
Regulatory                                Risk Management
             Razor White Paper: Liquidity Razor Risk Technologies
Regulatory                                 Jesús A case
             The issue of dynamic provisioning. Saurinastudy.
Regulatory                                 Paul Embrechts
             Insurance Risk Management in the Light of Basel II
Regulatory                                 Daniel Alternative Loan Loss Provision Regulatory Regimes 2006
             Earning and Capital Management in Pérez, Vicente Salas and Jesús Saurina
Regulatory   Capital Discipline            Andrew G Haldane
Regulatory                                 Urooj Khan
             Does Fair Value Accounting Contribute to Systemic Risk in the Banking Industry?
Regulatory                                 Barbara Mescher, Nigel Finch, and David Chaikin, Tyrone Carlin, G
             Journal of Law and Financial Management
Regulatory                                 unknown
             Aggregation of Risk: Issues and Perspectives
Regulatory                                 Jeffrey Ng
             Loan Loss Reserves, Regulatory Capital, and Bank Failures: Evidence from the 2008-2009 Econ
Regulatory                                 Tim Carroll
             Basel II- Challenges in Implementation of Pillar 1
Regulatory   The file named: Stress Test BIS Paper Dec09 is a duplicate of one above called Macro stress te
Regulatory                                 CEBS wide stress test exercise coordinated
             Aggregate outcome of the 2010 EUin cooperation with the ECB
Regulatory                                 Norman Marks
             Governance Risk and Compliance: A survey
Regulatory   The Real Value of VaR         Darren Apostolik
Regulatory                                 Competitiveness in the Clearing Services
             Improving Transparency and Association for PaymentCredit Card Market
Regulatory                                 Board of Governors of
             Supervisory Guidance on Model Risk Management the Federal Reserve System
Regulatory                                 Brian Dvorak
             Uses and Misuses of Required Economic Capital
Regulatory                                 M S Mohanty and Asia: reforms
             Banks and financial intermediation in emergingPhilip Turner and new risks
Regulatory                                 Tony Bellotti and Jonathan Crook
             Loss Given Default models for UK retail credit cards
Regulatory                                 William Bank Credit Card Lending
             Competitive Effects of Basel II on US W. Lang
Regulatory                                 Zhou Yunxia
             Bank Loan Loss Provisions and Capital Management Under the Basel Accord
Regulatory                                 Barry Companies
             Capital Requirements for InsuranceZurbuchen
              web link to article
              download
              (a few may not be
              available)                          Executive Summary (one paragraph or less, for those with appropriate

                                            "The intensification of the global financial crisis in late 2008 led to large capital
              http://dx.doi.org/10.1787/5kmbhk6d24ln-en
              (main page, not download) http://www.fss.or.kr/fss/kr/main.html Financial Supervisory Services. Includes articles
                                            October 14, 2010 Weekly Newsletter for
              http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.kif.re.kr%2
                                          "Following the global financial crisis triggered by the US subprime mortgage meltdown, th
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCYQFjAA&url=http%3A%2F%2Fwww.kif.re.kr%o
                                             "Deposit insurance schemes must retain credibility in order to achieve the desired goals
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.nber.org%
                                             Comments on a “chapter that examines the events surrounding the rapid expansion of household deb
             http://www.koreatimes.co.kr/www/news/biz/2011/02/123_81445.html
                                             "Korean credit card companies have aggressively pushed loan services as new revenue sources.But t
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.bis.org%2
                                             “Speech by Mr Choongsoo Kim, Governor of the Bank of Korea, at the Internation
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fdoc.research-an
                                             “As the news that FHCs will acquire troubled MSBs, coincided with the change of FSC governo
             (main page, not download) http://eng.truefriend.com/ in production, consumption and investment appeared generally we
                                             February industrial activities
                                             "In light of the ongoing distress in the financial markets amid a deepening worl
             http://www.fss.or.kr/download.bbs?bbsid=1289364153265&fidx=1288206440259
             unknown                         "Overall, the risks of operating in South Korea are low. Although tensions betw
 file of above: Instilling Responsible Lending Practices in Korea
                                             "Following the collapse of Lehman Brothers in September 2008, the financial an
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.bis.org%2
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.bis.org%2
                                             "The global economic and financial crisis caused hardship around the world and te
 ove: Choongsoo Kim: The challenges of surveillance and coordination
                                             "My remarks today will focus on the changes in the global financial and econom
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCkQFjAA&url=http%3A%2F%2Fwww.bis.org%2
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.snujkl.org
                                             Journal articles in this volume include: Efficiency of Korean New Rehabilitation Proceed
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCIQFjAA&url=http%3A%2F%2Fwww.imf.org%2
                                             "Korean household debt has reached 148 percent of disposable income, high by e
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Farxiv.org%2Fab
                                             "TheWorld TradeWeb (WTW) is a weighted network whose nodes correspond to
             (main page, not download) http://www.aon.com/default.jsp
                                             "Even as economies show signs of recovery from the global financial crisis, respon
                                             "The crisis brought the financial system to the verge of systemic collapse and r
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.imf.org%2
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCkQFjAA&url=http%3A%2F%2Fwww.frbsf.org%
                                             "The current financial market turmoil has sparked debates across the globe about
Carrasco, Tadateru Hayashi,And Hiranya Mukhopadhyay
                                             “The good news from this report’s analysis is that emerging economies in Asia in g
                                             " Credit card lending in Asia has grown rapidly since the 1997 Asian financial cr
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBoQFjAA&url=http%3A%2F%2Fwww.apeaweb.o
                                             "Not only has credit card lending in Asia grown rapidly, but also several episode
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.bis.org%2
                                             "By
              http://ssrn.com/abstract=1570137using Moody’s historical corporate default histories we explore the implicati
              unknown                       This presentation covers areas of regulatory focus and lessons from the crisis for ba
                                            "The present survey finds most risk management professionals to be optimistic
              (main page, not download) http://prmia.org/
                                            "The saving rate of China is high from many perspectives – historical experienc
              http://www.google.com/url?sa=t&source=web&cd=1&ved=0CEwQFjAA&url=http%3A%2F%2Fwww.bis.org%2
                                            "The impact of currency collapses (ie large nominal depreciations or devaluatio
              http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.imf.org%2
                                            "This paper provides some general lessons for the design of countercyclical cap
              http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBoQFjAA&url=http%3A%2F%2Fwww.bis.org%2
                             "We compare the banking crises in 2008-09 and in the GreatDepression, and an
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.bis.org%2
                             "After the storm: a new era for risk management in financial services is an Econ
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fgraphics.eiu.com
                             "The introduction of data mining methods in the banking area althoughconduct
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCIQFjAA&url=http%3A%2F%2Fdelab.csd.auth.g
                             "In this paper we analyze information about the customers of a bank, dividing t
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.upg-bullet
                             "Typically models of credit card default are built on static data, often collected a
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.crc.man.ed
                             "Credit scoring can be defined as a technique that helps credit providers decide
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.knowledge
                             "This paper analyzes the importance of using proper techniques for the rejectin
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Finterstat.statjou
                             "Lessons learned from the recent financial crisis have been driving changes in r
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CFsQFjAA&url=http%3A%2F%2Fwww.algorithmic
                             "An individual’s decision to maximize his investment in social capital is determi
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.ecb.int%2
                             "Research by IBM indicates only 1% of data collected by organizations is used f
http://www.google.com/url?sa=t&source=web&cd=4&ved=0CFcQFjAD&url=http%3A%2F%2Fwww.docstoc.co
                             "The client is one of the leading banks in Asia Pacific region, and provides a wid
http://saksoft.com/pdf/Case%20study/IM/Case_Study_IM_1.pdf
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww-user
                             "Cluster analysis divides data into groups (clusters) that are meaningful, useful
                             "Consider the following situations: The marketing manager of a large financial
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CB4QFjAA&url=http%3A%2F%2Fwww.terry.uga.e
http://www.docstoc.com/docs/23723639/Credit-Scoring-Development-and-Methods
                              This PowerPoint presentation covers risk families and retail decision models. It also
                              "This analytical supplement accompanies the publication of the National Audit O
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.nao.org.uk
                              "This paper analyzes the importance of retail consumers’ banking relationships
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCAQFjAA&url=http%3A%2F%2Fwww.bus.umich
                              "Understanding credit behavior (or any business) at the aggregate portfolio lev
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CFEQFjAA&url=http%3A%2F%2Fwww.forecasting
                              "Credit risk scoring has gone a long way since Fair Isaac introduced the first co
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.crc.man.ed
                              "This chapter is concerned with the problem of ‘reject inference’ in the credit gr
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CB8QFjAA&url=http%3A%2F%2Fwww.defaultrisk
                              "“Understanding customer’s behaviors and making smarter targeting lending, a
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBoQFjAA&url=http%3A%2F%2Fwww.defaultrisk
                              "The rapid growth, since 1994, of the black South African middle class termed
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBcQFjAA&url=http%3A%2F%2Fatplay.biz%2Fcl“
                              "We survey the most recent BIS proposals for the credit risk measurement of re
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCIQFjAA&url=http%3A%2F%2Fpapers.ssrn.com
                              "Most direct mail and e-commerce companies have hundreds if not thousands o
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww2.sas.com%
                              "This study highlights the news headlines regarding the UK credit market. It als
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.crc.man.ed
                              "Industry analysts expect the use of data mining to sustain double-digit growth
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCAQFjAA&url=http%3A%2F%2Fwww.sasenterpr
                              "The purpose of this document is to provide you with key information about you
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CC0QFjAA&url=http%3A%2F%2Fwww.portfoliode
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CB0QFjAA&url=http%3A%2F%2Fwww.portfoliode
                              Regarding scorecards: Interactions exist in real data, so we should include them in the model. T
unknown                       "Working with McKinsey & Company and Sociedad Hipotecaria Federal(SHF) in
                              "Typically models of credit card default are built on static data, often collected a
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.crc.man.ed
                              "The World Trade Web (WTW) is a weighted network whose nodes correspond t
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Farxiv.org%2Fab
unknown                       "The chapter discusses a method of analyzing visual images that was originally
                              "Canadian marketers have long used data mining as an important tool to help i
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCIQFjAA&url=http%3A%2F%2Fwww.boirefillerg
                              "In this study we apply cluster analysis techniques, including a novel smoothing
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBoQFjAA&url=http%3A%2F%2Fwww.ecb.int%2
                              This paper covers topics regarding data mining best practices. Topics include: D
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCIQFjAA&url=http%3A%2F%2Fwww.casact.org%
                              "Identifying groups of individuals or objects that are similar to each other but d
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.norusis.co
                              "At Google, we often think that speed is
http://www.slideshare.net/ibrahimcesar/think-quarterly-the-data-issue the forgotten ‘killer application’ – the i
                              "The purpose of stress testing: What will happen to your mortgage portfolio if p
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.prmia.org
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.philadelphR
                              Live seminar presentation on: Risk-Based Pricing Notices, Credit Score Disclosures, Account
                              "The current tool of choice for many institutions opting for risk-adjusted credit
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.johnmingo
                              "Credit bureaus are essential to creating sound financial infrastructures that fac
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CEAQFjAA&url=http%3A%2F%2Fwww.ifc.org%2F
                              "As the weight of the
http://www.highbeam.com/doc/1G1-89369855.html corporate world shifts to the credit function's shoulders, s
unknown                       "“Of the many risks financial institutions face, the most important risk arises fro
                            “Inaugural Risk Index valued at 109, indicating a higher than average enviro
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.garp.org%
                              "While it seems intimidating to many businesspeople—possibly
http://www.irmi.com/online/riskmgmt/risk-management-why-and-how.pdf                           because of
                            "“In our lead article we discuss the changing face of regulation and what are
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.riskreward
                            "This paper presents eight general principles of risk management and eight
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fpapers.ssrn.com
unknown                     "In an economy where products, marketing campaigns and even sales chan
                            "Among the issues currently faced by professionals in the Slovak banking secto
http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.nbs.sk%2F
                                        "Challenges: Few internationally active banks, higher market volatility, some f
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.bi.go.id%2
                                        "The analysis of Pillar 3 disclosures made by the CEBS on 25 banks highlights t
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.eba.europ
                                        "The intention of a loss prevention is the anticipation of credit’s expected losses
            http://www.google.com/url?sa=t&source=web&cd=2&ved=0CCIQFjAB&url=http%3A%2F%2Fideas.repec.org%
                                           "The four largest banks in New Zealand have been accredited to operate as ‘intern
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CDoQFjAA&url=http%3A%2F%2Fwww.rbnz.govt.nz%2
                                           "“External Ratings can play important roles in IRRs design, quantification and valid
          http://www.google.com/url?sa=t&source=web&cd=2&ved=0CB8QFjAB&url=http%3A%2F%2Fwww.prmia.org%2FC
                                           "“Although Basel II is primarily intended for ‘internationally active banks’ among th
          (main site, not download) www.deloitte.com/
                                           "The banking sector in the Asia-Pacific Region is varied and disparate, and the im
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.kpmg.com%2F
me-II-Summer-Fall-edition-2010 is a copy of the file on the nenxt line down
                                           "As financial markets shift back to growth and future opportunities, risk manageme
          http://www.scribd.com/doc/36843188/Journal-of-Regulation-Risk-North-Asia-Volume-II-Summer-Fall-edition-2010
                                           "Strengthening of Basel II framework in Japan through rigorous application of look
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCEQFjAA&url=http%3A%2F%2Fwww.oecd.org%2Fd
                                           "The latest accounting standards of the International Accounting Standards Board
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.icai.org%2Fres
                                           "The development and introduction of the New Basel Capital Accord (Basel II) has
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fcei.ier.hit-u.ac.jp%2
                                           "The current tool of choice for many institutions opting for

          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.johnmingo.comrisk-adjusted credit pricin
                                           "The instructions contained in this circular cover capital requirements against cred
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.sbp.org.pk%2F
                                           "“The objective of prudential regulation has for a long time been the solvency of in
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.bis.org%2Ffsi%
          unknown                          "This briefing presents a summary of a Guy Carpenter seminar held on 4 May 200
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.garp.org%
                                           "Strengthen the Global Financial System by Raising Capital Requirements, Increa
                                           "The replacement of IAS 39 should improve the decision usefulness and relevance
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CC0QFjAA&url=http%3A%2F%2Fwww.bis.org%2Fpub
                                           "The
          http://www.bis.org/publ/bcbs172.htm agreement of the Group of Central Bank Governors and Heads of Supervisio
                                           "In the December 2009 consultative document Strengthening the resilience of the
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.bis.org%2Fpub
                                           "Given the important financial intermediation role of banks in an economy, the pub
          http://www.google.com/url?sa=t&source=web&cd=2&ved=0CCIQFjAB&url=http%3A%2F%2Fwww.bis.org%2Fpub
                                           "Colleges of supervisors are an important component of effective supervisory over
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.bis.org%2Fpub
                                           "The Basel Committee on Banking Supervision and its oversight body, the Group
          http://www.google.com/url?sa=t&source=web&cd=4&ved=0CDAQFjAD&url=http%3A%2F%2Fwww.commodities-n
                                           "As part of its work to strengthen global capital requirements, the Basel Committe
          http://www.google.com/url?sa=t&source=web&cd=2&ved=0CB0QFjAB&url=http%3A%2F%2Fhb.betterregulation.c
                                           "The international financial crisis has become a defining event in economic history
          http://www.google.com/url?sa=t&source=web&cd=5&ved=0CD0QFjAE&url=http%3A%2F%2Fasianbondsonline.ad
                                           “Following the collapse of Lehman Brothers in September 2008, the financial and
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.bis.org%2Fpub
                                           The BIS Annual Conference 2010 had topics that surrounded the recent global fin
          http://www.google.com/url?sa=t&source=web&cd=3&ved=0CCgQFjAC&url=http%3A%2F%2Fwww.imf.org%2Fext
          unknown                          "Without the efforts that have been made to comply with the Basel II capital stand
                                           " International Financial Reporting Standards (IFRS) are the accounting standards
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.frsglobal.com%
                                           "The overall objective of this study was to determine the effect of Basel II on the S
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCwQFjAA&url=http%3A%2F%2Fujdigispace.uj.ac.za
                                           "The Basel II Framework requires that Loss-Given-Default (“LGD”) be measured “
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCMQFjAA&url=http%3A%2F%2Fwww.rmahq.org%2F
                                           "The paper sets an accounting and behavioral framework from which we derive a
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.bde.es%2Fweb
                                           "The proposals for enhancing the Basel II framework in the area of securitisation a
          http://www.google.com/url?sa=t&source=web&cd=4&ved=0CEQQFjAD&url=http%3A%2F%2Fwww.bundesbank.d
                                           "Over
          http://www.bis.org/fsi/fsipapers09.htm the past several years, the Financial Stability Institute has carried out survey
                                           "Standard & Poor's Ratings Services has published this list of acronyms, terms, an
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww2.standardandp
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.scottharrin
                                           "This paper deals with capital adequacy and capital regulation of insurers and rein
                                           "This study assesses the effectiveness and drawbacks of maximum loan-to-value
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.info.gov.hk%2F
                                           "With the ever-increasing diversification and inter-connectedness of financial syste
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CB4QFjAA&url=http%3A%2F%2Fwww.bis.org%2Fifc%
                                           "This second edition highlights the key similarities and differences between IFRS a
          http://www.google.com/url?sa=t&source=web&cd=4&ved=0CDAQFjAD&url=http%3A%2F%2Fwww.samil.com%2F
          unknown                          The main objectives of this seminar were: The main objectives of this second s
          unknown                          " The agenda for this presentation included focusing on loan loss provisioning, the
          unknown                          "Why did the Joint Forum undertake this project? This mandate sought to unders
                                           "A overview on the Basel II versus the IFRS approach. This presentation seeks to
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.spi-romania.eu
                                           "The global credit crisis that began in the second half of 2007 is an extreme event
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBoQFjAA&url=http%3A%2F%2Fwww.info.gov.hk%2F
                                           "The intention of a loss provision is the anticipation of credit’s expected losses by
          http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.fww.ovgu.de%2
                                            "Under IAS 39 loan loss provisions are determined based on an incurred loss mod
             http://www.google.com/url?sa=t&source=web&cd=2&ved=0CCgQFjAB&url=http%3A%2F%2Fwww.iasb.org%2FNR
             unknown                        "Under the current accounting requirements of an incurred loss model, a provision
                                            "Many countries around the world have either fully adopted, or are about to adopt,
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.pwc.com%2Fe
             unknown                        "“Brazil has made substantial progress in ensuring more stable macroeconomic an
                                            "Few, if any, of the macro stress tests undertaken before the current crisis uncove
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CB0QFjAA&url=http%3A%2F%2Fwww.bis.org%2Fpub
                                            "Address by Dr K C Chakrabarty, Deputy Governor of the Reserve Bank of India,
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBUQFjAA&url=http%3A%2F%2Fwww.bis.org%2Frev
             unknown                        "In December 2009, the Basel Committee on Banking Supervision issued far-reac
             http://www.google.com/url?sa=t&source=web&cd=2&ved=0CDQQFjAB&url=http%3A%2F%2Fwww.johnmingo
                                            "This paper represents RMA's response to informal requests by the U.S. banking
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.kellogg.no
                                            " The aim of this paper is to conceptualize and design a risk topography that outlin
             http://www.google.com/url?sa=t&source=web&cd=1&ved=0CB8QFjAA&url=http%3A%2F%2Fwww.bis.org%2
                                            "In this paper we outline the development of a practical approach to simulating a c
                                           "From October 2009, the Financial Services Authority (FSA) requires all UK ban
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.razor-risk.
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fec.europa.eu%2
                                           "The Spanish system allows for an earlier detection of credit losses building up in
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCEQFjAA&url=http%3A%2F%2Fwww.math.ethz
                                           Regulators are on a world wide search for the assessment of solvency for insurance companies. Th
            http://www.google.com/url?sa=t&source=web&cd=2&ved=0CCAQFjAB&url=http%3A%2F%2Fwww.probanker
                                           "The paper sets an accounting and behavioral framework from which we derive a
            http://www.google.com/url?sa=t&source=web&cd=2&ved=0CCgQFjAB&url=http%3A%2F%2Fwww.bis.org%2
                                           "The Basel Committee sets capital standards for international banks. There are no
            http://www.google.com/url?sa=t&source=web&cd=4&ved=0CDMQFjAD&url=http%3A%2F%2Fmba.yale.edu%
                                           "Critics have blamed fair value accounting for amplifying the subprime crisis and fo
            unknown                        This issue contains articles titled: Business Ethics and the Law of Contract, IAS 39
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fpapers.ssrn.com
                                           "Estimating a single risk capital metric that summarizes all risks and explains the r
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.bm.ust.hk
                                           "We examine the influence of regulatory capital guidelines on the link between ban
            unknown                        This presentation covers the implementation of Pillar 1 with Basel II. It goes into so
ate of one above called Macro stress tests and crises: What can we learn?
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fstress-test.c-ebs
                                           "The Committee of European Banking Supervisors (CEBS) was mandated by the
            unknown                        "In late 2010, Norman Marks1 ran a survey asking for opinions on GRC (the ter
            unknown                        “Reports of the death of value-at-risk (VaR) have been greatly exaggerated. The New York Times M
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBoQFjAA&url=http%3A%2F%2Fwww.theukcards
                                           "In the last 12 months, the credit card industry has been the subject of intense scrutiny on issues of
                                           " Banks rely heavily on quantitative analysis and models in most aspects of fina
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CCEQFjAA&url=http%3A%2F%2Fwww.occ.treas.g
                                            Points made within this presentation: “Banks must regularly calculate regulato
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBkQFjAA&url=http%3A%2F%2Fwww.isda.org%
                                           "The conventional view is that microeconomic reforms after the 1997–98 Asian
            http://www.bis.org/publ/work313.htm
                                           "Loss Given Default is an important measure of credit loss used by financial ins
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.crc.man.ed
                                           "We analyze the potential competitive effects of the proposed Basel II capital re
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CD8QFjAA&url=http%3A%2F%2Fwww.bis.org%2
                                           "This thesis empirically examines capital management mechanisms of the U.S.
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fscholarbank.nus
                                           "This presentation focuses on: NAIC risk-based capital requirements, A.M. best
            http://www.google.com/url?sa=t&source=web&cd=1&ved=0CBgQFjAA&url=http%3A%2F%2Fwww.casact.org
Key words
(could be, for example, up to
10 key search words. some
articles will list their key
word when you find their
online download link)         Date Published                   Notes

                                               7/28     2010
Bank of Korea, securitisation, capital injections, Korean financial sector, global financial crisis, credit rating age
                                             10/14      2000
FSS, Mutual Funds, Credit exposures, foreign debts, Investments
                                               3/26      2011 The Big lending,
Global financial crisis, lending, lending practices, loans, responsible Picture subprime, ability to pay
                                              4/16     2011
FSS, KDIC, deposit insurance, deposit payments, insolvency
                                                       2009
household debt, debt, foreign exchange crisis, GDP, housing market, mortgage loans, social welfare
credit cards, debt, household debt, consumer  2/15     2011
                                                3/4    2011
G20, surveillance, policy, coordination, risk, accountability, innovation, risk factors
                                              1/12       2011 Regulatory
moral suasion, regulatory, risk, FHC, bank tax, foreign currency, privatisation, IFRS
                                               4/1       2011
economy, industrial, activities, production, market expectations
                                   March                  delinquency, overseas, subsidiaries
crisis, FSS, organizational, income, securities, capital,2009
                                               4/1       2011 Regulatory
risk, assessment, South Korea, security, political stability, government, legal, regulatory, macroeconomic

                                     unknown          unknown
collapse, crisis, global financial crisis, foreign exchange, KRW, Bank of Korea, liquidity, exchange markets
                                                 5/30     2010 The Big Picture
global financial crisis, economic, Bank of Korea, emerging market economies, liquidity, currency, reform

                                                  3/16       2011 The Big Picture
economy, global financial markets, price stability, Bank of Korea, policies, macroeconomic, monetary
                                      June                   2008
bankrupcy law, derivatives, insolvency, secured creditors, credit counseling, debtor, CRL
                                      November               2008
household debt, stress tests, indebtedness, consumption, housing, trends, DSTI,
                                                  4/22       2011
world trade, depression, import, export, extinction, globalization
                                      year                   2011 Risk Management
                                                                                Regulatory
risk, assessment, financing, insurance, captives, risk management, economic slowdown, regulatory, competitio
                                                  5/27       2010
crisis, financial system, Macroprudential policies, liquidity, monetary policy, foreign exchange, open market op
                                      April                  2009
basel, basel 2, asia, capital, standards, credit, market, operational, risk
                                      February               Macroprudential, exit
crisis, global financial crisis, policy, liquidity, reserve, 2011
credit card, lending, asia, GDP, boom, bust,     11/12       2008 Korea
                                      June                   2007
credit card, crisis, unsecured high-yield, boom, bust, distress
                                                  3/12       2010 Regulatory
Credit Risk, Financial Crisis, Economic Capital, Basel II, Liquidity Risk.
                                                 11/9      2010 Regulatory
Basel III, policy, liquidity, regulatory, risk, cost/benefit, management, stress testing
                                     March                 2011 Risk Management
risk management, risk, credit card, delinquencies, loans, interest rates, student loans, small business, auto
Saving; corporate, household andJune                       2010
                                      government saving; Chinese economy
                                     June                  2010
currency crisis; nominal devaluations; nominal depreciations; exchange rates; real output growth; recovery fro
                                     July                  2010
countercyclical capital buffers, financial stability, procyclicality.
                                   December              2010
Banking crisis, international monetary system, Great monetary system, GreatDepression, central bank liquidity
                                   June
risk management, risk, regulatory, liquidity.                                R
                                                         2009 The Big Picture isk Management
                                   unknown
bank data, data mining, algorithms, e-banking unknown
                                               CF tree 2010
TwoStep Cluster, clustering, pre-clustering, 11/3
                                   year                  2009
discrete survival models, stress testing, loss distributions, choleski decomposition, credit risk.
                                   year                  2006
Credit scoring; data mining techniques; construction of models; combination of model; meta-modeling.
                                   September             2006
consumer credit, credit scoring, missing data mechanisms, missing data,
                                   unknown           unknown data security,Regulatory
data, risk management, data management, data modeling, Risk Management        auditing
                                   March                 Risk;
Social Capital; Consumer Bankruptcy; Default; Credit 2008 Credit Cards; Banking.
data mining, predictive modeling,March                   2008
                                    analysis, knowledge-discovery in databases, CRISP-DM,
                                   unknown           unknown
basel II, basel II compliance, retail exposures, behavior scores
                                   unknown           unknown
algorithms, cluster analysis, data, utility, complete clustering, fuzzy clustering
                                   unknown
cluster analysis, factor analysis, marketing         unknown
                                                 6/24      2011
risk, credit scoring, world banks, retail, FICO, behavioral scoring, application scoring
                                     February              2010
over-indebted consumers, over-indebtedness, data collection, clusters
                                     October               2010
banking, loans, retail customers, borrower characteristics, loan characteristics
                                     Spring                1999
credit behavior, stress test, charge-offs, MSA, equifax, modeling,
                                     unknown          unknown survival analysis
credit risk, credit risk scoring, scorecard, genetic algorithm, Risk Managementmodeling
                                     February              2000
credit granting, rejected loan, scorecard, reject inference, credit scoring, good/bad,
                                     unknown          unknown
retail banking, decision science, scorecard, scorecard development, rejection inference, customer affordability,
                                     unknown          unknown
South Africa, debt, middle class, reckless spending, consumers, reckless lending, Credit Bureaus, indebtedness
Banks; Government policy and regulation 7/15               2003
                                     unknown          unknown
variable reduction, modeling, direct mailing, e-commerce, PROC VARCLUS, models
                                     year                  2005
 indebtedness, consumer credit, credit cards, retail credit market, credit bureau
                                     year                  data,
data mining, aggregation, business intelligence cycle, 1998 SEMMA methodology, database
                                     November              2009
credit scoring, Custom Credit Scoring Model, good/bad, analysis,
                                      Logistic regression, 2005
variables, scorecards, interaction,year                    modeling,
                                     October               2008
retail portfolio, credit risk modeling, compensation, compliance, borrowers, risk segments
                                               11/26       2009
discrete survival models, stress testing, loss distributions, cholesky decomposition, credit risk
                                                 4/22      2011 The Big Picture nalytics
WTW, world trade, economic networks, network analysis, extiction experiments  A
                                     clusters, coding catagories
content analysis, coding, images, year                     2007 Analytics
                                     August
data mining, return on investment, SAS,                    2003
                                     May
financial integration; cluster analysis; banking sector 2006 Analytics
                                     year                  2008
data mining, data mining best practices, analytics, CRISP-DM, EDA, CAS data management
                                     unknown          unknown Analytics
cluster analysis, discriminant analysis, Hierarchical Clustering,
                                     year                  2011
data, statistics, creativity, graphics, government, private investment, global development, corporate responsib
                                                  2/7      2008
stress testing, consumer credit, unexpected loss, value-at-risk, retail portfolios, behavioral parameters
                                                 2/16      2011
risk-based pricing, credit score disclosures, rules, credit agreements, direct comparison, credit score proxy, tie
                                     November              2000
pricing, financial institutions, bonds, loans, credit derivatives, ApplicationService Provider
                                     Bureau,          Credit bureausProgram,
Credit bureaus, IFC Global Credit unknownprivate unknown The Big Picture
                                     year                  2002
credit problems, bankruptcies, credit managers, credit function, alliances, assertiveness
                                     unknown          unknown
scorecards, credit life cycle, new application assessment, existing customer management
                                  Q1                  2010
Inaugural Risk Index, risk index, leverage, bank capital, US market conditions, systemic risk assessment
                                 unknown           loss exposures, flow charts
risk management, probability, loss, peril, hazard, unknown
                                   structure, Basel III,2010 The Big Picture egulatory
Bank for International, regulatoryQ2                                          R
                                                         global risk, regulation, crisisSettlements,
                                     November          2009
credit crisis, liquidity, modeling flaws, risk management principles, institutional buy-in,
                                   year
customer base, consumers, loyalty, customer retention 2001
                                             11/3     2005
Basel II, IAS/FRS, financial asset, decision making, Markov'schains
                                                  unknown          unknown Risk Management
             Basel II, Brazil, Pillar 1, risk management, supervision, market discipline
                                                             risk,     2009 policy, interest rate
             pillar 3, credit risk, market risk, operational 6/24 disclosure Risk Management risk management, IFRS
                                                  April
             Loan loss provision, expected loss, IAS Basel II          2009
                                                 PIT TCC, capital requirements, Basel II
             Pillar 1, minimum capital holdings, September              2009
                                                 rating, Financial rations, benchmarking, monitoring
             external ratings, IRRS design, risk February               2008
                                                 year                   2005
             Basel II, 1988 Capital Accord, Bank for International Settlements, regulatory requirements, Asia, banking, banking
                                                 year                   2008
             Asia, Basel II, regulatory, ORM, operational risk, complaince Korea          Risk Management

                                                     Summer/Fall              2010 The Big Monetary Management
                                                                                                   R
            regulatory reform, risk management, minority shareholders, European Picture isk Union, Macro-prudential councils,
                                                               02/26/11       2008
            Basel II, Pillar 3, Investment funds, disclosure requirement, market development
                                                     April                    2007
            Accounting standards, regulatory, IASB, financial instruments, GAAP,
                                                       Accord,                2003
            Basel, Basel II, New Basel CapitalOctober banking, capital regulation
                                                     November                  pricing
            risk analysis, risk-adjusted credit pricing, RAROC, credit2000 models, NPV
            SRP, ICAAP, minimum capital requirements,6-Mar                    2010 Risk Management
                                                                   Development Financial Institutions, penalties
                                                     September                2010
            Basel Committee, probability of default, exposure at default, loss given default, Capital Measurement, Capital Stan
                                                     June                     2007
            Basel I, Basel II, Pillar I, Pillar II, operational risk, insurance contracts
            Basel II, Basel III, risk management practices,9/14               2010 Risk Management
                                                                    capital requirements, disclosure, ICAAP, Countercyclical Capital
            IAS 139, transparency, disclosure, August crisis,                 2009
                                                                   9/10       in its
Group of Central Bank Governors and Heads of Supervision, set out 2010 7 September 2009 press release, included a commitm
                                                     August
            loss absorbancy, capital instrument buyers, global bank,2010       investor base
                                                     October
            risk management, OECD, Financial Stability Board, FSB             2010 Risk Management
                                                     October
            risk assessment, stress, testing, model validation, crisis 2010   management, Macroprudential
                                                       liquidity,             2010 The supervision, Management
                                                                                                   R
            G20, financial crisis, risk coverage,October risk management, riskBig Picture iskmarket discipline
                                                     October                  2010 financial crisis,
            capital buffers, regulatory requirements, risk-weighted assets,The Big Picture losses
                                                     July                     2010
            international financial crisis, offshore bonds, foreign currency borrowing, stock markets, exchange rates
                                                     year                     2011 Korea
            Bank of Korea, policy, base rate reduction, liquidity, credit supply, foreign exchange market
                                                     January
            central bank governance, global financial crisis                  2011 The Big Picture
                                                                   8/11
            Basel II, financial crisis, capital standards, risk, GDP, CAPM    2010
                                                     year                     2008 The Big Picture
            IFRS, International Financial Reporting Standards, IASB, International Accounting Standards Board, IASC, Interna
                                                     October                  2004
            Basel II, South Africa, banks, banking, South African reserve bank, Basel I, Basel Committee on Banking Supervis
            LGD, Loss-Given-Default, Basel II,SeptemberDLGD. Downturn 2005
                                                     year
            income smoothing, capital management, IFRS/IAS, Basel II.         2006
                                                     July                     2009
            Pillar 1, minimum capital requirements, Standardised Risk Weights, Resecuritisation Risk Weights, Credit Analysis
                                                       pillar 2,              2010
            pillar 1, credit risk, operational risk,August pillar 3, financial crisis, basel LL, market discipline
                                                                   4/21       2009
            Basel II, risk adjusted capital framework, glossary, definitions, double default capital, effective number of exposure
                                                     May
            capital, insurance, capital adequacy, capital regulation, insurers2003
                                                                   2/17       2011
            systemic risk, macroprudential policy, loan-to-value ratio, Hong Kong
                                                      exchange           unknown
            macroeconomic, interest rate risk, unknown rate, credit risk, liquidity risk, Barbados
                                                     December                 2008 Korea
            IFRS, Korea, GAAP, foreign currency translation, equity, assets, revenue recognition
                                                                     5/3      2010
            IASB, financial instruments, capital management, regulatory, accounting requirements
                                                     unknown             unknown
            Basel II, loan loss provision, expected loss, model, accounting impairment
                                                     October
            aggregation methods, risk aggregation, Modelling Risk Aggregation:2010
            IFRS, Basel II, loan impairment, IASpril A                        2007
                                                                   11/1       2009
            stress test, global credit crisis, credit-risk, Hong Kong, GDP, liquidity risk
            loan loss provision, expected loss, IAS, Basel 4/13    II         2009
IFRS, IAS, Spanish provisioning system              3/1      2009
                                       March                 2009
loan loss accounting, impairment-incurred loss, credit growth, capital management
                                       June                  2006
loan losses, product profitability, credit decisioning, management information systems, IFRS, IAS
                                       June
sell-off, market rebound, global financial markets           2007
                                       year                  2009
stress tests, macro stress tests, crisis, stress testing models,
                                                   3/15      2011 Risk Management
India, Indian financial system, risk, capital, liquidity management, banking
Basel III, capital buffers, Basel committee        6/22      2010 The Big Picture
                                       December              2009 Risk mark-to market,
credit risk capital, retail credit, commercial lending, mark-to-model, Management
                                                  3/30       2011
financial crisis, risk, risk topography, benchmark, liquidity mismatch, Rehypothecation, Synthetic Leverage
                                       unknown           unknown
loss coverage, stress test, mortgage rating structure, Monte-Carlo simulation, Basel II.
                                       October               2009 Risk Management
liquidity risk management, wholesale funding risk, cross-currency liquidity risk, franchise viability risk
                                                    5/8      2009
spanish system, economic approach, accouting framework, spanish provisioning model, transparency
                                       year                  2003 Risk Management
solvency test, Basel II, Principle-based thinking, Solvency 2, Insurance analytics
                                       year                  2006
loan loss, economic model, regulatory, capital maagement, earning management
                                                    1/9      2011
Basel II, Basel committee, Basel I, Basel III, regulatory framework, Pillar 1
                                                  9/14
fair value accounting, financial crisis, bank system, mark-to-market, risk
                                                             2010
                                       December
Business ethics, risk-based approach, loan loss provisioning 2009
                                       May                   2010 Risk
risk aggregation, risk capital metric, Bank Capital, risk measures Management
                                                  9/12
bank failure, bank risk, regulatory capital, capital adequacy, loan loss reserves, loan loss provisions, loan charg
                                                             2010
                                                  9/14
Pillar 1, Basel II, risk, minimum capital requirements       2006

                                            7/23      2010
stress test, aggregate, EU banks, macro-economic scenerios
                                  January
GRC, governance, risk, compliance, public opinion     2011
                                            8/11      2010 Risk Management
VaR, value0at-risk, US housing market, housing crash, gain-loss spread, risk management, extreme risk managem
                                    competition, transparency, credit card industry, UK
credit cards, credit card industry, unknown         unknown
                                                4/4      2011 Risk Management Analytics
quantitiative analysis, banking, US, risk management, model development, model validation, governance, policies
                                             11/15
regulatory capital, economic capital, banking, loss distribution, portfolio risk
                                                         2005
                                    June
Banking system, Asia, Financial markets, foreign exchange intervention.
                                                         2010
                                               model
Loss given default; retail credit; regression; 3/19 comparison; macroeconomic; forecast.
                                                         2009
                                    March
Basel Accord, Basel II, capital requirements, bank regulation, competition
                                                         2007
                                    year                 measures,
loan classification, nonaudit services, earnings quality 2007
                                    Spring
NAIC, risk assessment, DFA, Capital Models, fixed-income securities, equity securities, credit
                                                         2002
Regulatory
sk Management

sk Management




sk Management

				
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