New answers tagged risk-management
Local trade credit is treated historically mostly as cash. Receivables risk & pricing and payables financing are well-studied. No one except Japan in the 1990s heavily finances local trade credit. International trade credit is heavily financed.
On the N. N. Taleb's website, you can find all his papers collected in the bibliography he updates on his own site. Hope this will help.
Go check out http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=475810 For social science literature, ssrn is almost always the best source.
There exist 3 kind of models for credit portfolio management: Structural models (as, for instance, the KMV's based-models or credit-metrics models); Actuarial (or intensity) models; Macro-Factors (or econometrics) models; I suggest you to read Derbali (2012), that's a simple paper that explains the main features and the differences among those kinds of ...
As regards the free sources, the best place where you can find material about credit risk management is defaultrisk.com; it is a website where are collected (almost) all academic (and not) articles and working paper, references and researchers. Moreover, as regards the forums, I think you should try visiting Credit Risk Group at Linkedin; it is a very ...
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