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Credit Risk

Measurement, Evaluation and Management

Language EnglishEnglish
Book Paperback
Book Credit Risk Georg Bol
Libristo code: 06915250
New developments in measuring, evaluating and managing credit risk are discussed in this volume. Add... Full description
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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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About the book

Full name Credit Risk
Language English
Binding Book - Paperback
Date of issue 2003
Number of pages 333
EAN 9783790800548
ISBN 3790800546
Libristo code 06915250
Weight 528
Dimensions 155 x 235 x 19
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