Credit Risk: Measurement, Evaluation and Management
Arne Benzin, Stefan Trück, Svetlozar T. Rachev (auth.), Prof. Dr. Georg Bol, Prof. Dr. Gholamreza Nakhaeizadeh, Prof. Dr. Svetlozar T. Rachev, Dr. Thomas Ridder, Prof. Dr. Karl-Heinz Vollmer (eds.)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.
年:
2003
版本:
1
出版商:
Physica-Verlag Heidelberg
語言:
english
頁數:
333
ISBN 10:
3790800546
ISBN 13:
9783790800548
系列:
Contributions to Economics
文件:
PDF, 10.30 MB
IPFS:
,
english, 2003
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