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...
| Other Authors: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg
Physica-Verlag HD
2003, 2003
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| Edition: | 1st ed. 2003 |
| Series: | Contributions to Economics
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| 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 |
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| Physical Description: | X, 333 p. 37 illus online resource |
| ISBN: | 9783642593659 |