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	<title>Riskopedia</title>
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	<link>http://riskopedia.wordpress.com</link>
	<description>Everyday risk blogs</description>
	<lastBuildDate>Wed, 11 Apr 2007 11:35:34 +0000</lastBuildDate>
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		<title>Riskopedia</title>
		<link>http://riskopedia.wordpress.com</link>
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		<item>
		<title>Blogger Choice &#8211; Estimating Probability of Default for Low Default Portfolios</title>
		<link>http://riskopedia.wordpress.com/2007/04/12/blogger-choice-estimating-probability-of-default-for-low-default-portfolios/</link>
		<comments>http://riskopedia.wordpress.com/2007/04/12/blogger-choice-estimating-probability-of-default-for-low-default-portfolios/#comments</comments>
		<pubDate>Wed, 11 Apr 2007 11:31:16 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[Model]]></category>
		<category><![CDATA[PD]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/04/12/blogger-choice-estimating-probability-of-default-for-low-default-portfolios/</guid>
		<description><![CDATA[If you are or have been doing modelling for Basel II, most likely you will come across one or more portfolios with low number of default, probably due to the limited historical modelling dataset in a beign economy environment.  Here is a very neat paper I have came across when searching of interest. Again, the [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=22&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
		<wfw:commentRss>http://riskopedia.wordpress.com/2007/04/12/blogger-choice-estimating-probability-of-default-for-low-default-portfolios/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
	
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		<title>Blogger Choice &#8211; Research Papers</title>
		<link>http://riskopedia.wordpress.com/2007/04/12/blogger-choice-research-papers/</link>
		<comments>http://riskopedia.wordpress.com/2007/04/12/blogger-choice-research-papers/#comments</comments>
		<pubDate>Wed, 11 Apr 2007 11:21:45 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[EAD]]></category>
		<category><![CDATA[LGD]]></category>
		<category><![CDATA[Model]]></category>
		<category><![CDATA[Of interest]]></category>
		<category><![CDATA[PD]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>
		<category><![CDATA[Stress test]]></category>
		<category><![CDATA[Stress Testing]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/04/12/blogger-choice-research-papers/</guid>
		<description><![CDATA[I actually really like this site when there are alot of valuable risk methodology papers. From Pricing, Models, Credit scoring etc.   http://www.defaultrisk.com/papers.htm<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=21&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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		<item>
		<title>Blogger Choice &#8211; Basel II Stress Testing</title>
		<link>http://riskopedia.wordpress.com/2007/04/01/blogger-choice-basel-ii-stress-testing/</link>
		<comments>http://riskopedia.wordpress.com/2007/04/01/blogger-choice-basel-ii-stress-testing/#comments</comments>
		<pubDate>Sun, 01 Apr 2007 01:37:15 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[EAD]]></category>
		<category><![CDATA[LGD]]></category>
		<category><![CDATA[Model]]></category>
		<category><![CDATA[Of interest]]></category>
		<category><![CDATA[PD]]></category>
		<category><![CDATA[Regulator]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>
		<category><![CDATA[Stress test]]></category>
		<category><![CDATA[Stress Testing]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/04/01/blogger-choice-basel-ii-stress-testing/</guid>
		<description><![CDATA[A good intro to Basel II Stress testing and has an example being illustrated: http://www.findarticles.com/p/articles/mi_m0ITW/is_1_86/ai_n14897369<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=20&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>1</slash:comments>
	
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		<title>Compliance or Strategic??</title>
		<link>http://riskopedia.wordpress.com/2007/03/23/compliance-or-strategic/</link>
		<comments>http://riskopedia.wordpress.com/2007/03/23/compliance-or-strategic/#comments</comments>
		<pubDate>Thu, 22 Mar 2007 12:18:57 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[Model]]></category>
		<category><![CDATA[Of interest]]></category>
		<category><![CDATA[Regulator]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>
		<category><![CDATA[Uncategorized]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/03/23/compliance-or-strategic/</guid>
		<description><![CDATA[It is not that far away to the date of Basel II implementation. Most banks would be on their final hurdle, well, at least for Pillar 1. Up until now, firms who were planned to be beyond standardized, have spent millions. With lot of projects start winding up. One question has floated to the surface, which somehow, did not have [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=17&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>2</slash:comments>
	
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		<title>Blogger Choice &#8211; Basel Model Behaviour</title>
		<link>http://riskopedia.wordpress.com/2007/03/20/blogger-choice-basel-model-behaviour/</link>
		<comments>http://riskopedia.wordpress.com/2007/03/20/blogger-choice-basel-model-behaviour/#comments</comments>
		<pubDate>Mon, 19 Mar 2007 11:33:57 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[EAD]]></category>
		<category><![CDATA[LGD]]></category>
		<category><![CDATA[Model]]></category>
		<category><![CDATA[PD]]></category>
		<category><![CDATA[Regulator]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/03/20/blogger-choice-basel-model-behaviour/</guid>
		<description><![CDATA[&#8220;The Basel II Accord could be the biggest risk management project ever undertaken by Australia’s banks. Stuart Fagg investigates and discovers that better risk modelling is just one part of the jigsaw Basel has nearly come of age. &#8220; http://www.riskmanagementmagazine.com.au/articles/FE/0C0400FE.asp?Type=124&#38;Category=1240<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=16&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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			<media:title type="html">riskopedia</media:title>
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		<item>
		<title>Blogger Choice &#8211; Basel II and Australian&#8217;s banks</title>
		<link>http://riskopedia.wordpress.com/2007/03/20/blogger-choice-basel-ii-and-australians-banks/</link>
		<comments>http://riskopedia.wordpress.com/2007/03/20/blogger-choice-basel-ii-and-australians-banks/#comments</comments>
		<pubDate>Mon, 19 Mar 2007 11:13:46 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[Of interest]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/03/20/blogger-choice-basel-ii-and-australians-banks/</guid>
		<description><![CDATA[A summary of PWC view on Australian&#8217;s banks in Basel II (back in 2005, it will be quite different now, we believed) www.pwc.com/extweb/industry.nsf/docid/58CDB6C38500D8FE85256760001DE90C/$file/Basel_II.pdf<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=14&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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		<title>Constant Proportion Debt Obligation (CPDO)</title>
		<link>http://riskopedia.wordpress.com/2007/03/17/constant-proportion-debit-obligation-cpdo/</link>
		<comments>http://riskopedia.wordpress.com/2007/03/17/constant-proportion-debit-obligation-cpdo/#comments</comments>
		<pubDate>Sat, 17 Mar 2007 01:38:14 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[Economy]]></category>
		<category><![CDATA[Of interest]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/03/17/constant-proportion-debit-obligation-cpdo/</guid>
		<description><![CDATA[This is a new product when introduced sometime around last year (2006). Here is a presentation by ABN AMRO, cpdo.pdf  Illustrate a simple example here (ref: http://www.structuredcreditinvestor.com/story.asp?PubID=250&#38;ISS=22082&#38;SID=15579): • An investor purchased a US$100m 10-year note. The note principal is placed in high quality collateral. Let us assume it earns money market returns at LIBOR flat. • The investor [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=13&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>2</slash:comments>
	
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		<title>Through the Cycle &#8211; PD Scalar</title>
		<link>http://riskopedia.wordpress.com/2007/03/16/through-the-cycle-pd-scalar-2/</link>
		<comments>http://riskopedia.wordpress.com/2007/03/16/through-the-cycle-pd-scalar-2/#comments</comments>
		<pubDate>Fri, 16 Mar 2007 08:20:24 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[Economy]]></category>
		<category><![CDATA[PD]]></category>
		<category><![CDATA[Regulator]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>
		<category><![CDATA[scorecard]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/03/16/through-the-cycle-pd-scalar-2/</guid>
		<description><![CDATA[For Basel modellers, a common problem is a relatively short period of data. In most firms, they might not even able to get up to 5 years worth of data. Hence, the PD models would normally reflecting a Point in time (PIT) estimate or a Short run cycle (SRC) estimate. Now, its nothing wrong having a [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=10&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>2</slash:comments>
	
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		<title>Sub-prime mortgage</title>
		<link>http://riskopedia.wordpress.com/2007/03/12/sub-prime-mortgage/</link>
		<comments>http://riskopedia.wordpress.com/2007/03/12/sub-prime-mortgage/#comments</comments>
		<pubDate>Mon, 12 Mar 2007 09:56:56 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Economy]]></category>
		<category><![CDATA[Regulator]]></category>
		<category><![CDATA[Retail Risk]]></category>
		<category><![CDATA[Risk Management]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/03/12/sub-prime-mortgage/</guid>
		<description><![CDATA[HSBC has annouced its financial results last week (5/3/2007), indicating a profit warning due to its US lending units, one third of the group&#8217;s total earnings, that risk management and other controls are not meeting the expectations of with the group&#8217;s overall direction. The &#8220;specific&#8221; unit which Stephen green, chairman of HSBC holdings, was referring [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=8&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>1</slash:comments>
	
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		<title>NZ OCR has raised 25 basis point to 7.5%</title>
		<link>http://riskopedia.wordpress.com/2007/03/08/nz-ocr-has-raised-25-basis-point-to-75/</link>
		<comments>http://riskopedia.wordpress.com/2007/03/08/nz-ocr-has-raised-25-basis-point-to-75/#comments</comments>
		<pubDate>Thu, 08 Mar 2007 06:43:15 +0000</pubDate>
		<dc:creator>riskopedia</dc:creator>
				<category><![CDATA[Basel II]]></category>
		<category><![CDATA[Economy]]></category>
		<category><![CDATA[LGD]]></category>
		<category><![CDATA[Regulator]]></category>
		<category><![CDATA[Retail Risk]]></category>

		<guid isPermaLink="false">http://riskopedia.wordpress.com/2007/03/08/nz-ocr-has-raised-25-basis-point-to-75/</guid>
		<description><![CDATA[The New Zealand Reserve bank has raised the Official Cash rate (OCR), which is used as a tool to control the monetary policy, by 25 basis point to 7.5% this morning. You can refer to http://www.nzherald.co.nz/section/3/story.cfm?c_id=3&#38;objectid=10427700, as well as http://www.rbnz.govt.nz/news/2007/2960402.html I am not going to analysis in any more depth or facts whether Alan Bollard [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=riskopedia.wordpress.com&amp;blog=845857&amp;post=7&amp;subd=riskopedia&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
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		<slash:comments>0</slash:comments>
	
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