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Portfolio Measures and Models

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A highly focused compilation of articles on Portfolio Measures and Models. Articles may come from The RMA Journal, The Commercial Lending Newsletter, or RMA’s publication, Credit Considerations.

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Table of Contents

    RMA Book Looks at Advances in Risk Measurement, Araten, Mich ; Breeden, Joe, The RMA Journal: The Journal of Enterprise Risk Management, v97n2, 30-33, 4 pages Oct 2014.



    A Detailed Look at Implementing and Using a Rules-Based Early Warning System, Hartzog, James, The RMA Journal, v96n6, 38-43, 6 pages Mar 2014.



    Expected-Loss Modeling:  An Argument for Migration Analysis, Sirmans, Dalton, The RMA Journal, v96n6, 18-21, 4 pages Mar 2014.



    M(ea+su+ri+n-g) Model Risk = A Practitioner's Approach, Mankotia, Sanjeev ; Joshi, Aruna, The RMA Journal, v95n10, 28-37, 10 pages Jul 2013.



    Enterprise Risk Management: The Contribution of Credit Portfolio Management, Hennessey, Loretta M. ; Bennett, Stephen J. The RMA Journal, v95n6, 22-27, 6 pages Mar 2013.



    Lessons Learned from the First Decade of Credit Portfolio Management, Hennessey, Loretta M. ; Bennett, Stephen J. The RMA Journal, v95n3, 42-47, 6 pages Nov 2012.



    Growing the Loan Portfolio Competently, Beans, Kathleen M. The RMA Journal, v95n1, 62-65, 4 pages Sep 2012.



    A Practical Approach to Measuring the Probability of Financial Distress, Scott, Stan, The RMA Journal, v94n7, 28-33, 6 pages Apr 2012.



    Complying with the New Supervisory Guidance on Model Risk, Dil, Shaheen, The RMA Journal, v94n5, 46-50, 5 pages Feb 2012.



    Methods to Estimate Losses: Using Linear Regression Analysis, Smith, Peter A. The RMA Journal, v94n3, 60-66, 7 pages Nov 2011.



    Intrinsic Risk Measurement: A Model That Works, Dev, Ashish ; Mingo, John ; Buckler, Jan, The RMA Journal, v91n9, 36-40, 5 pages Jun 2009.



    Model Validation: Mitigating Financial Model Risk, Conover, Michael, The RMA Journal, v91n5, 24-26, 3 pages Feb 2009.



    Measuring the Risk of Default: A Modern Approach, Hilscher, Jens ; Jarrow, Robert ; van Deventer, Donald, The RMA Journal, v90n10, 70- 75, 6 pages Jul/Aug  2008.



    Value-Added Lessons for Risk Model Processes, Lewis, David, The RMA Journal, v90n8, 76-79, 4 pages May 2008.



    Identifying, Measuring, and Managing Model Risk, Goldberg, Martin ; Pleune, Todd, The RMA Journal, v90n5, 20-29, 10 pages Feb 2008.



    The Competing Risks Framework for Mortgages: Modeling the Interaction of Prepayment and Default, Hall, Arden ; Lundstedt, Kyle G. The RMA Journal, v88n1, 54-59, 6 pages Sept  2005.



    Tracking the Winds of Change for an Agricultural Credit Association, Berseth, Brian, The RMA Journal, v87n6, 64-66, 3 pages Mar 2005.