£77.32

Internal Credit Risk Models: Capital Allocation and Performance Measurement

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Description

This work provides a practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management. Topics covered include: default probabilities; expected and unexpected losses; time effects; default correlations; and loss distributions.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 April 1999
Listed Since
22 January 2007

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