Global Credit Review - Volume 4

An assessment of systemic risk in the Japanese banking sector / Masayasu Kanno -- Evolving global capital regulations and its impact particularly on Asia / Dexter Tan and Thomas Cho -- Actuarial par spread and empirical pricing of CDS by decomposition / Jin-Chuan Duan -- Fast approximation of loan portfolio loss / Jenny Bai, Heikki Seppala and Ser-Huang Poon -- Rejection and partial rejection of consumer credit applications / Steven E. Plaut -- IACPM/Oliver Wyman survey: perspectives on the evolving role of enterprise-wide stress testing / Andy McGee and Ilya Khaykin -- NUS-RMI Credit Research Initiative technical report version: 2014 update 1 / RMI staff article