GARP(Global Association of Risk Professionals)全球風險專業人士協會的使命是要成為金融風險管理者的領導專業協會，自成立以來，一直以提昇全球風險專業人士的能力及知識為目標，該會現為全球FRM金融風險管理師證照考試之主辦單位。而GARP台灣分會（GARP Taiwan Chapter）於2006年3月正式獲得GARP Board of Trustees核准成立，GARP台灣分會為促進金融風險專業人士之國際交流，希望可提供國內外銀行與金融風險管理領域之菁英切磋交流之園地，同時借鏡各國經驗，而有助於我國金融業風險管理之提昇。
Coupla 與國家信用風險研討會 Speaker:Professor Anthony H. Tu, PhD
Department of Finance, National Chengchi University Using the eruption of Argentina debt crisis in 2001 as a natural experiment, we investigated the correlated default at the sovereign level for some Latin American countries. Daily closing market quotes for sovereign credit default swaps (CDS) of Argentina, Brazil, Mexico and Venezuela were obtained from Credit Trade database. Using copula approach, we observed increased correlations among sovereign CDS markets during the crisis period. Their dependence structures were found to be asymmetric. Moreover, the degree of credit contagion was related to the creditworthiness of the country. This study also discussed the implications of these findings for policymakers in the governments.
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