
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.
- Alaotsikko
- Measurement, Evaluation and Management
- Toimittaja
- Georg Bol, Gholamreza Nakhaeizadeh, Svetlozar T. Rachev, Thomas Ridder, Karl-Heinz Vollmer
- Painos
- Softcover reprint of the original 1st ed. 2003
- ISBN
- 9783790800548
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 22.5.2003
- Kustantaja
- Physica-Verlag GmbH Co
- Sivumäärä
- 333