Credit Risk : Measurement, Evaluation and Management

New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important...

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Corporate Author: SpringerLink (Online service)
Other Authors: Bol, Georg (Editor), Nakhaeizadeh, Gholamreza (Editor), Rachev, Svetlozar T. (Editor), Ridder, Thomas (Editor)
Format: eBook
Language:English
Published: Heidelberg Physica-Verlag HD 2003, 2003
Edition:1st ed. 2003
Series:Contributions to Economics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Summary:New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk
Physical Description:X, 333 p. 37 illus online resource
ISBN:9783642593659