Credit risk management : basic concepts: financial risk components, rating analysis, models, economic and regulatory capital
- نوع فایل : کتاب
- زبان : انگلیسی
- مؤلف : Tony van Gestel; Bart Baesens
- ناشر : Oxford, UK [etc.] : Oxford University Press, cop
- چاپ و سال / کشور: 2009
- شابک / ISBN : 9780199545117
Description
PREFACE; INTRODUCTION; 1. Bank Risk Management; 2. Credit Scoring; 3. Credit Ratings; 4. Risk Modelling and Measurement; 5. Portfolio Models for Credit Risk; 6. Basel II; BIBLIOGRAPHY; INDEX
This first of three volumes on credit risk management, providing a thorough introduction to financial risk management and modelling.
