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Internal Credit Risk Models: Capital Allocation and Performance Measurement

Investments & Securities

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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
ASIN: 1899332030
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities
Domain: Amazon UK
Release Date: 01 April 1999
Listed Since: 22 January 2007

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Internal Credit Risk Models: Capital Allocation and Performance Measurement

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