credit risk management thesis topics

• Bibliography
• More Referencing guides Blog Automated transliteration Relevant bibliographies by topics
• Automated transliteration
• Relevant bibliographies by topics
• Referencing guides

Modern Credit Risk Management

Theory and Practice

• © 2017
• Panayiota Koulafetis 0

Queen Mary University of London , Brinpton, United Kingdom

You can also search for this author in PubMed   Google Scholar

• Provides a guide to assessing and managing credit risks at bank, sovereign, corporate and structured finance level, using quantitative, qualitative and legal tools
• Explains structured and complex products, credit enhancement techniques and mitigation tools
• Includes points for investors to consider when making investment decisions; especially when investing in complex and risky securities

23k Accesses

14 Citations

1 Altmetric

This is a preview of subscription content, log in via an institution to check access.

Access this book

• Available as EPUB and PDF
• Read on any device
• Instant download
• Own it forever
• Durable hardcover edition
• Dispatched in 3 to 5 business days
• Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (8 chapters)

Front matter, chapter 1: introduction.

Panayiota Koulafetis

Chapter 2: Quantitative Credit Risk Analysis and Management

Chapter 3: credit ratings: credit rating agencies, rating process and surveillance, chapter 4: credit risk assessment of sovereigns, banks and corporates, chapter 5: credit risk assessment of structured finance securities, chapter 6: qualitative credit risk analysis and management, chapter 7: credit risk transfer and mitigation, chapter 8: regulation, back matter.

• credit value
• risk approaches
• ISDA master agreement
• capital requirements
• Consumer Protection Act
• overcollateralization

About this book

This book is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this can be achieved with prudent origination, credit risk policies, approval process, setting of meaningful limits and underwriting criteria.

The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to estimate default probabilities, credit value at risk approaches and credit exposure analysis. Basel I, II and III are covered, as are the true meaning of credit ratings, how these are assigned, their limitations, the drivers of downgrades and upgrades, and how credit ratings should be used in practise is explained.

This book is a fully up to date resource for credit risk practitioners and academics everywhere, outlining the latest best practices and providing both quantitative and qualitative insights.  It will prove a must-have reference for the field. 

Authors and Affiliations

About the author.

Dr. Panayiota Koulafetis has held a number of positions in the Investment Banking, Asset Management, Rating Agency and Energy Trading Sectors. At Moody’s Investors Service Ltd she led rating analysis and provided surveillance on a wide range of Structured Finance transactions across different jurisdictions: Commercial Mortgage Backed Securities (CMBS), Asset Backed Securities (ABS), Residential Mortgage Backed Securities (RMBS), Whole Business transactions/Corporate Securitisation, Small Medium Enterprises (SMEs) and Lease transactions. At the Securitization department of Nomura International plc she dealt with various transactions across different asset classes. She was also a Senior Structurer at Duke Energy, structuring mainly Energy Derivatives and dealing with complex option structures. She has also held Quantitative Research and Risk Management roles at Westdeutsche Landesbank (WestLB) Asset Management Ltd and Southern Company. Dr. Koulafetis is a regular speaker at academic and industry conferences and has published in  academic journals and practitioner periodicals. She holds a PhD in Finance from Cass Business School, City University of London, an MSc in Business Finance from Brunel University and a BSc (Hons) in Business Administration from University of Piraeus in Greece. Dr. Koulafetis works as a consultant and also lectures at the School of Economics and Finance at Queen Mary University of London and at the School of Management and Business at King’s College London.

Bibliographic Information

Book Title : Modern Credit Risk Management

Book Subtitle : Theory and Practice

Authors : Panayiota Koulafetis

DOI : https://doi.org/10.1057/978-1-137-52407-2

Publisher : Palgrave Macmillan London

eBook Packages : Economics and Finance , Economics and Finance (R0)

Copyright Information : The Editor(s) (if applicable) and The Author(s) 2017

Hardcover ISBN : 978-1-137-52406-5 Published: 17 February 2017

eBook ISBN : 978-1-137-52407-2 Published: 08 February 2017

Edition Number : 1

Number of Pages : XVII, 234

Number of Illustrations : 28 b/w illustrations

Topics : Risk Management

• Publish with us

Policies and ethics

• Find a journal
• Track your research

• Skip to main content
• Accessibility information

• Enlighten Enlighten

Enlighten Theses

• Latest Additions
• Browse by Year
• Browse by Subject
• Browse by College/School
• Browse by Author
• Browse by Funder
• Login (Library staff only)

In this section

Essays in credit risk management

Zhang, Xuan (2017) Essays in credit risk management. PhD thesis, University of Glasgow.

Credit risk management is becoming more and more important in recent years. Credit risk refers to the risk that an obligor fails to make payments on any type of debt at the time of maturity. Credit risk models are statistical tools to infer the future default probabilities and loss distribution of values of a portfolio of debts. This doctoral thesis focus on the application of credit risk management in different areas.

To better understand the credit risk management, in the first chapter, we introduce the basic ideas in credit risk management and review the models developed in the last decades. To empirical test the performance of models reviewed in the first chapter, in the second chapter, we compare the reduce-form model with the structural model based on the China’s stock market. It turns out that both models contribute to explaining the default risk of listed firms, however, reduce-form model outperformances the structural model. The empirical results from the second chapter suggests that reduce-form model can better predict the firm’s default risk, but the correlated default risk between firms has not been answered yet. So therefore in the third chapter, we investigate the correlated default risk using copula theory which has been introduced in the first chapter. Based on the insurances firms and other financial firms in the US market, both short-term and long-term default dynamic correlations are found. Another interesting finding from the third chapter is that insurance firms which were considered to be stable actually have higher default risk. This motive us to further explore the determinants of default risk of insurance firms in the fourth chapter and new risk factors (macroeconomic and insurance-specific variables) are found.

Actions (login required)

Downloads per month over past year

View more statistics

The University of Glasgow is a registered Scottish charity: Registration Number SC004401

Academia.edu no longer supports Internet Explorer.

To browse Academia.edu and the wider internet faster and more securely, please take a few seconds to  upgrade your browser .

Enter the email address you signed up with and we'll email you a reset link.

• We're Hiring!
• Help Center

INVESTIGATING CREDIT RISK MANAGEMENT (CRM) STRATEGIES AMONG THE ZAMBIAN FINANCIAL INSTITUTIONS (BANKS)

The core business of the banking sector is credit provision. This is lifeline of the banking business system in that it is where its revenue and profit stream from, however, a dilemma comes in due to credit risk. Credit risk is so high that it costs many financial institutions millions of Kwacha in bad debt. Many financial institutions have continued providing credit even to those already in debt. This calls for prudent credit risk management strategies. This study attempted to investigate the credit risk management strategies employed by Zambian financial institutions. The findings were that credit risk management strategies were not uniform among the financial institutions. The data from the financial institutions found that risk mitigation, credit reminder, and guide line for loan procedure were the strategies used by the financial institutions to manage credit risk. Other strategies include credit criteria, diversification, training of loan officers, credit culture and loan recuperation. Furthermore, it was found that guidelines for effective credit risk management were not properly followed as there was compromise on the subject matter. Therefore, it was revealed that there would be need for effective monitoring and supervision if credit risk management were to be implemented in an effective and sound way. To achieve this, new brand financial econometric model was proposed.

Related Papers

The study examined the relationship between Credit Risk Management Practices and Loan Performance of Commercial Banks in Mbarara City. The study covered 19 commercial banks. Method: A correlational design was used to establish the relationship between different credit risk management practices and Loan Performance in selected commercial banks in the city. The study used a structured questionnaire to collect numerical data from the credit staff and management of 19 commercial banks. Correlation and regression tests to analyze the relationships and effects of Credit risk management and Loan Performance of commercial banks in Mbarara city Findings: The study found a significant relationship between credit risk identification and loan performance; credit risk assessment and loan performance; credit risk monitoring and loan performance; and credit risk control and loan performance. The study also found that some commercial banks did not have experts to accurately predict credit risks nor evaluate the consequences of the decisions taken by loan officers. Implication: Banks should source experts who can analyze and predict risks and evaluate their consequences on the bank. The bank should adopt the tool of 5cs of credit management, with this it will develop a good loan book that shall lead to good loan performance. Limitations: We still don't know clients' perceptions of the different credit risk management practices. Therefore, a qualitative study to assess clients' perception of the credit management practices in commercial banks should be conducted.

Journal Image

Rowland Seyram

In recent times, banks and other financial institutions that lend money to customers have placed a high priority on credit risk management. To manage credit risk, banks employ customer evaluation systems, loan size restrictions, credit checks, flexible loan repayment plans, and fines Hence, the present study focuses on the credit risk management practices used in banks, to identify the internal control measures used in mitigating credit risk in banks and to examine the challenges faced in implementing credit risk management practices. The Ordinal Logistic Regression (OLR) was used to identify the relationships between the response variables, e.g. management support, credit risk identification, internal control measuers and credit risk management surveys. The independent variables were calculated on an ordered, 5-point Linear scale for the responding participants. In this study, log lit function was chosen, that demonstrated the model appropriateness. One of the main finding is that in banks, credit management risk is reduced when managers implement and adhere to responsible credit risk management procedures, viable client appraisal credit management system, regular credit checks, flexible credit repayment systems to encourage and improve loan repayment, were highly significant with the respondents' positive initiative amidst credit risk management practices in banks.

IJMSBR Open Access Journal

Purpose: The purpose of this paper was to have an insight into policies and strategy formulation of credit risk management in Ghana. Commercial banks play a critical role to emerging or developing economics like Ghana where borrowers have no or limited access to capital markets Design/methodology/approach: The study adopted both qualitative (case study) and quantitative methods respectively. Banks were selected to gather data, which was acquired from answers obtained from our administered questionnaires. The population of the survey constituted the management and non-management staff and customers of Ecobank (EBG), Ghana Commercial Bank (GCB) and Stanbic Bank. Findings: The data gathered for the study were analyzed using correlation. Results of the study showed that there are high positive correlation between the constructs of credit risk management, its policies and strategy formulation. Keywords: credit risk management, credit risk policies, credit risk strategies and Ghanaian banking industry.

Research Journal of Finance and Accounting

Michael Kwabena

Texila International Journal of Management

Texila International Journal

Banks are very important in achieving the Sustainable Development Goals (SDGs). They provide financial support to enterprises to increase production and boost economic development. It is necessary for banks to be engaged in profitable activities and also have the ability to grow and survive in the industry. Sustaining growth and survival of banks in Ghana requires efficient strategic, tactical and operational management of credit risk in the banking sector. Credit risk has the potential to negatively affect the survival of banks. The study set out to assess the credit risk management strategy in the banking sector using Cal Bank Limited as a case study. Extensive literature on credit risk management was reviewed. Quantitative approach was used in the study. Data was collected from 4 Cal Bank branches (Graphic Road, Achimota, Derby Avenue and Ring Road Central) in Accra using likert scale questionnaires and open-ended questionnaires and the data were statistically analysed using Statistical Package for the Social Sciences (SPSS). The study indicated that the banks have credit risk management procedures in place. The respondents indicated that credit risk management is an important strategic management tool employed by banks. However, risk assessments are not frequently carried out and qualified personnel to carry out effective risk monitoring are inadequate.

Nathaniel Obi

Financial risk in a banking organization is possibility that the outcome of an action or event could bring up adverse impacts. Such outcomes could either result in a direct loss of earnings / capital or may result in imposition of constraints on bank’s ability to meet its business objectives. The purpose of this study was to investigate the effect of credit risk management techniques on the performance of unsecured bank loans by commercial banks in Kenya.

International Journal of Advanced Research (IJAR)

IJAR Indexing

This study tried to asses factors that affect credit risk management practices of some selected private commerial banks in Ethiopia. In light of this, the study identified some dimensions of service quality such as , credit granting process, credit risk measurment and monitoring process, market risk, operational risk, legal risk, the establishment of credit risk environment. So as to come up with the desired results data were collected from four private commercial banks, namely; Oromia, Birhan, Debub global and Anbessa. A total of 106 respondents participated in this study selected purposively. In the study both descriptive and explanatory designs were used. Frequency percentage, mean, standard deviation, pearson correlation cofficient as well as regression were used for data analysis process using SPSS version 20. The result of correlation cofficient showed that all variables are statistically significant and positively correlated with the credit risk management practices of the mentioned private banks. Hence, the banks credit risk management practices were significantly affected by lack of appropriate credit environment, followed by challenges of credit appraisal measurment and monitoring, lack of market risk analysis , operational risk and challenges of sound credit granting process. Legality of risk assessment is found to have a negative relation and insignificant impact on credit risk management practices of the mentioned banks. As per the regression cofficient which vividly shows the effect of the independent variables on dependent variables , lack of appropriate credit risk environment (beta = .993, t = 9.612, p = < .000), followed by lack of operational risk management (beta = .713, t =1.003, p = .318) and lack of credit measurement and monitoring process (beta =.610, t= -571, p < .569) respectively and significantly affect credit risk management practices of the studied private banks. Having all this big crystals of truth in hand,the study gave some recommendations that the management body may need to take so as to come up with a more effective and efficient risk management practices.

International journal of business and social research

Simon Waithaka

Financial risk in a banking organization is possibility that the outcome of an action or event could bring up adverse impacts. Such outcomes could either result in a direct loss of earnings / capital or may result in imposition of constraints on bank’s ability to meet its business objectives. The purpose of this study was to investigate the effect of credit risk management techniques on the performance of unsecured bank loans by commercial banks in Kenya.

Open Access Publishing Group

This study sought to establish how various credit risk management practices affect performance of commercial banks in Nyeri County in Kenya. Even though commercial banks face several types of risks, credit risk stands out as the most severe. Credit risk is the possibility of loss to the lender on non-performing loans. Financial practice as well as theory provides a scientific process of credit risk management in financial institutions. However, lenders still face loan default and consequently this study sought to find out how those practices affect the performance of commercial banks in Nyeri County, Kenya. A census study was conducted where a population of 86 respondents was targeted comprising of branch managers, credit managers and credit officers. The findings of the study were that all commercial banks had a well written credit policy which is strictly and consistently followed. Only few commercial banks conduct a quantitative credit scoring model. In all banks, initial screening is done by credit officer and approval done at different levels depending on the amount. Majority of the banks check post borrowing activities of the borrower. In conclusion, credit risk management has an effect on loan performance amongst commercial banks. Thus, managers should evaluate more accurately the ability to pay back of a customer since the better the screening the better the performance of commercial banks.

RELATED PAPERS

IFTIKHAR AHMED

JESSICA CERECEDO REYES

Faruk Fonthal

Nova Hedwigia

Mustafa Kocakaya

Cell metabolism

Carla Green

Revista de Biología Tropical

Nature Communications

Angela Richard-Londt

Revista Mato Grossense De Geografia

Pediatric Rheumatology

Mariella Valenzise

Lecture Notes in Mathematics

Cristian Gutierrez

Nandika D'Souza

Cristina Maria Barrocas Dias

2009 IEEE Power &amp; Energy Society General Meeting

Journal of Gastroenterology and Hepatology

Masashi Mizokami

Eos, Transactions American Geophysical Union

chris polloni

Clinical Oncology

Sandra Turner

Política criminal

Carlos Bobadilla Barra

bioRxiv (Cold Spring Harbor Laboratory)

Michael Bisson

Jeronimo Travelho

AIJ Journal of Technology and Design

Yuji Hasemi

RePEc: Research Papers in Economics

Walter Trockel

Vicente Cortez

Topoi. Revista de História

Surgical Practice

Sandesh Sharma

Jens Heibach

RELATED TOPICS

•   We're Hiring!
•   Help Center
• Find new research papers in:
• Health Sciences
• Earth Sciences
• Cognitive Science
• Mathematics
• Computer Science
• Academia ©2024

• [email protected]

Home » Blog » Dissertation » Topics » Finance » Financial Risk Management » 80 Financial Risk Management Research Topics

80 Financial Risk Management Research Topics

FacebookXEmailWhatsAppRedditPinterestLinkedInAre you a student embarking on the exciting journey of writing a thesis or dissertation in financial risk management? The world of finance offers a plethora of captivating research topics in financial risk management that can enrich your academic pursuit. Whether you’re an undergraduate, master’s, or doctoral student, selecting the right research topic is crucial […]

Are you a student embarking on the exciting journey of writing a thesis or dissertation in financial risk management? The world of finance offers a plethora of captivating research topics in financial risk management that can enrich your academic pursuit. Whether you’re an undergraduate, master’s, or doctoral student, selecting the right research topic is crucial to ensure a meaningful and insightful study.

Managing financial risks involves identifying, assessing, and mitigating potential risks that could negatively impact an organization’s ability to achieve its financial goals. It goes by different names, such as risk management in finance, financial risk assessment, and financial risk analysis. Analyzing uncertainties in financial markets, investments, and economic conditions is crucial to making informed decisions.

This blog post delves into various research topics that align with financial risk management, providing a springboard for your research journey.

A List Of Potential Research Topics In Financial Risk Management :

• Systemic risk assessment of interconnected payment and settlement systems.
• Regulatory compliance and risk management.
• Macroeconomic indicators and market risk exposure in the UK.
• Evaluating the effectiveness of financial risk education programs for individual investors.
• Stress testing resilience of non-bank financial intermediaries in crisis scenarios.
• Risk management practices of non-financial corporations.
• Effectiveness of risk models in predicting pandemic-related shocks.
• Behavioural biases and their influence on risk assessment in peer-to-peer lending platforms.
• Resilience of risk management frameworks during times of crisis: lessons from historical events.
• Hedge fund risk management strategies during periods of extreme market turbulence.
• Exploring behavioural biases in individual investment decisions and portfolio performance.
• Role of risk culture in shaping risk management practices within financial institutions.
• Macroprudential policies’ impact on financial stability.
• Corporate risk disclosure practices and their impact on investor perception.
• Digitalization and operational risk in banking.
• Supply chain disruptions and risk management strategies.
• Impact of environmental regulations on credit risk in industries with high pollution exposure.
• Early warning models for predicting banking crises.
• Review of the effectiveness of different risk communication strategies.
• Critical evaluation of stress testing methodologies in risk management.
• Risk communication strategies during market turbulence.
• Analyzing the impact of central bank communication on interest rate risk.
• Volatility clustering and its implications for options pricing and risk management.
• Cross-border capital flows and emerging market risks.
• Cybersecurity breaches and operational risks in financial institutions.
• Effectiveness of ESG integration in UK risk assessment.
• Investor sentiment’s influence on market volatility.
• Government interventions and systemic risk during COVID-19.
• Covid-19’s unique risk challenges for the UK financial sector.
• Effectiveness of value at risk (VAR) and expected shortfall (ES) in extreme markets.
• Risk implications of cross-border mergers and acquisitions in the banking sector.
• Impact of inflation volatility on financial market risk.
• Investor behaviour changes and market volatility during the pandemic.
• Stress testing in the context of pandemic-induced economic uncertainty.
• Impact of remote work on cybersecurity and data breach risks.
• Risk strategies of insurance companies for catastrophic events.
• Integration of fintech innovations in financial risk management for digital finance transformation.
• Credit risk assessment for small and medium-sized enterprises (SMEs): current challenges and innovations.
• Regulatory adaptations in response to pandemic risks.
• Investigating the impact of machine learning algorithms on credit risk assessment.
• Risk management strategies in commodity trading firms exposed to supply chain disruptions.
• Pandemic-driven changes in operational risk management.
• Default prediction models in changing economic conditions.
• Basel iii and its impact on global banking risk management: a critique.
• Operational risk management in the context of digital transformation in banks.
• Role of fintech innovation in UK’s risk management landscape.
• Regulatory divergence and cross-border risk management.
• Effectiveness of risk management strategies for climate change impacts on markets.
• Basel iii framework and global bank risk management.
• Assessing stress testing methodologies in predicting systemic risks.
• Systemic risk assessment models: a comprehensive review.
• The interplay between credit risk and interest rate risk in bond portfolios.
• Cyber risk insurance: analyzing the coverage and effectiveness of policies.
• Role of derivatives in managing interest rate risk for corporate treasuries.
• Liquidity risk impact on asset pricing and portfolio performance.
• Brexit’s impact on financial market risk and regulatory frameworks.
• Risk management implications of the LIBOR transition to alternative reference rates.
• Exploring the relationship between political uncertainty and financial market risk.
• Alternative data sources for credit risk assessment.
• Risk management implications of technological advancements: a survey.
• Credit risk assessment for emerging market sovereign bonds: a cross-country comparison.
• Volatility transmission between cryptocurrency markets and traditional assets.
• Risk management challenges for UK banks in a post-Brexit environment.
• Market risk and performance of algorithmic trading strategies during market stress.
• Review of operational risk management practices in fintech companies.
• Market liquidity risk during and after the pandemic.
• Enhancing risk mitigation strategies in investment Banking through advanced financial risk management.
• Behavioural biases in investment decision-making: a literature review.
• Financial risk implications of UK-EU trade agreements.
• Role of fintech innovations in operational risk management.
• Risk implications of central bank digital currencies (CBDCs).
• Liquidity risk management strategies in the context of evolving market structures.
• Risk-return trade-off in sustainable investment portfolios.
• Systemic risk contributions of global systematically important banks (G-SIBs).
• ESG factors integration in risk assessment: an overview.
• Resilience of risk management frameworks post-COVID-19.
• Credit default swaps’ role in credit risk contagion.
• Analyzing the dynamic relationship between cryptocurrency volatility and financial market risks.
• Macroeconomic indicators and market risk exposure in emerging economies.
• Impact of macroeconomic factors on market risk for different asset classes.
• Sovereign credit risk assessment in emerging economies: challenges and approaches.

As you contemplate your journey into financial risk management research, remember that the right topic will captivate your interest and contribute significantly to the existing body of knowledge. Whether you’re intrigued by market volatility, credit risk, operational risk, or the application of innovative risk management strategies, the world of finance offers a wealth of possibilities for research at every academic level. Choose a topic that resonates with your educational goals, and immerse yourself in exploring knowledge that can potentially shape the future of financial risk management. Your dissertation will not only be a testament to your scholarly prowess but also a valuable contribution to the ever-evolving landscape of finance.

Order Financial Risk Management Dissertation Now!

External Links:

• Download the Financial Risk Management Dissertation Sample For Your Perusal

Research Topic Help Service

Get unique research topics exactly as per your requirements. We will send you a mini proposal on the chosen topic which includes;

• Research Statement
• Research Questions
• Key Literature Highlights
• Proposed Methodology
• View a Sample of Service

Ensure Your Good Grades With Our Writing Help

• Talk to the assigned writer before payment
• Get topic if you don't have one
• Multiple draft submissions to have supervisor's feedback
• Free revisions
• Complete privacy
• Plagiarism Free work
• Guaranteed 2:1 (With help of your supervisor's feedback)
• 2 Installments plan
• Special discounts

Other Posts

• 80 Banking and Finance Research Topics August 30, 2023 -->
• 80 Behavioral Finance Research Topics August 26, 2023 -->
• 80 Corporate Finance Research Topics August 25, 2023 -->
• 80 Finance Research Topics July 28, 2023 -->
• 80 Financial Derivatives Research Topics August 28, 2023 -->
• 80 Financial Econometrics Research Topics August 29, 2023 -->
• 80 Financial Economics Research Topics August 29, 2023 -->
• 80 Financial Management Research Topics August 29, 2023 -->
• 80 Financial Markets Research Topics August 25, 2023 -->
• 80 Fintech and Digital Finance Research Topics August 26, 2023 -->
• 80 International Finance Research Topics August 26, 2023 -->
• 80 Investment Banking Research Topics August 25, 2023 -->
• 80 Islamic Finance Research Topics August 28, 2023 -->
• 80 Microfinance Research Topics August 30, 2023 -->
• 80 Personal Finance Research Topics August 25, 2023 -->
• 80 Public Finance Research Topics August 26, 2023 -->
• 80 Quantitative Finance Research Topics August 26, 2023 -->
• 80 Real Estate Finance Research Topics August 26, 2023 -->
• 80 Sustainable Finance Research Topics August 28, 2023 -->

WhatsApp us