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.
| ISBN: | 9783790800548 |
| Publication date: | 22nd May 2003 |
| Author: | Karlsruher ÖkonometrieWorkshop, G Bol |
| Publisher: | Physica an imprint of Physica-Verlag HD |
| Format: | Paperback |
| Pagination: | 333 pages |
| Series: | Contributions to Economics |
| Genres: |
Finance and the finance industry Applied mathematics Macroeconomics Economics, Finance, Business 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 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.
Credit Risk features in the following genres: Finance and the finance industry, Applied mathematics, Macroeconomics, Economics, Finance, Business and Management
Credit Risk is available in Paperback
Credit Risk was written by Karlsruher ÖkonometrieWorkshop, G Bol and published by Physica an imprint of Physica-Verlag HD
Credit Risk has 333 pages
Yes it is part of Contributions to Economics series