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Credit Risk

- Measurement, Evaluation and Management

Bag om Credit Risk

New developments in measuring, evaluating and managing credit risk are discussed in this volume. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783790800548
  • Indbinding:
  • Paperback
  • Sideantal:
  • 333
  • Udgivet:
  • 22. maj 2003
  • Udgave:
  • 12003
  • Størrelse:
  • 234x156x18 mm.
  • Vægt:
  • 528 g.
  • 8-11 hverdage.
  • 10. december 2024
Forlænget returret til d. 31. januar 2025

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New developments in measuring, evaluating and managing credit risk are discussed in this volume. 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.

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