Home | Topics | Structured Products

Markus Krebsz - Scottish Financial Risk Academy (SFRA) Inaugural Colloquium - Risky Ratings - Reducing Over-Reliance

Printer-friendly versionPDF version

At the Scottish Financial Risk Academy (SFRA) Inaugural Colloquium in Edinburgh on the 4 November 2010, Markus Krebsz presented "Risky Ratings - Reducing Over-Reliance by using the Agencies' analysis sensibly.

Download the Slide Deck here!

Table of contents:

‘Lessons from the Financial Crisis’
Lesson 1: Use of Credit Rating agencies (CRAs)
Lesson 2: What are CRAs?
Lesson 3: Inter-agency comparability?
Lesson 4: Super Seniors (Intra-agency comparability)?
Lesson 5: Definition of ‘Rating’
Lesson 6: Captured risks
Lesson 7: Constructive criticism
Lesson 8: Failures
Lesson 9: Risk of Over-Reliance & Mitigants
Lesson 10: Using CRAs’ analysis sensibly
Appendix: Origin & History, Global CRAs, Rating scope,
Rating actions & Process, Benefits, Limitations

Short URL
Asymptotix on Twitter

Are the key legislative pillars such as Basel II & III, UCITS IV and Solvency II forcing you to re-examine how you identify, measure and manage risk and capital?

Asymptotix work closely with our partners to help clients develop a more proactive, systematic and integrated approach to governance and risk management to deliver proper value.

Asymptotix can offer the support you need to deliver on time. Read more...

Is the goal of your website to sell services or products, educate, or collect data?

A positive customer experience is vital to conversion, no matter what your conversion goals may be. Our designers and developers will create a positive experience to maximize your conversions and deliver the optimal return on your investment. We strive to find the perfect balance between the web site’s design and functionality.

Asymptotix implements interactive solutions for European companies. From corporate websites to social communities, our clients will tell you an investment in building a scalable online experience will deliver long-term tangible benefits.

Based in Luxembourg we can help you all over Europe. Our multi-lingual team can work with projects and speak your language! Read more...