£58.23

Deutscher Universitätsverlag Kointegrationskonzepte für die Kreditrisikomodellierung: Systematische Kreditrisiken und makroökonomische Theorienbildung

Price data last checked 117 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£58 today · usual range £0–£0 · best ever £55

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 614 days • 614 data points (No recent data available)

Historical
Generating forecast...
£59.20 £54.17 £55.27 £56.37 £57.46 £58.56 £59.66 10 June 2024 10 November 2024 12 April 2025 12 September 2025 13 February 2026

Price Distribution

Price distribution over 614 days • 4 price levels

Days at Price
Current Price
42 days 321 days 104 days · current 147 days 0 80 161 241 321 £55 £57 £58 £59 Days at Price

Price Analysis

Most common price: £57 (321 days, 52.3%)

Price range: £55 - £59

Price levels: 4 different prices over 614 days

Description

Matthias Wagatha entwickelt ein bedingtes Modellgerüst für die Kreditrisikoanalyse, das eine explizite Verknüpfung zwischen systematischen Kreditrisiken und internationalen makroökonomischen Systemen herstellt. Hierzu werden anhand von vektorautoregressiven Modellen in Verbindung mit Kointegrationskonzepten makroökonomische Theorien aufgestellt und überprüft. From the Back Cover In den letzten Jahren sind die Messung und die Steuerung von Kreditrisiken aufgrund der verschlechterten makroökonomischen Rahmenbedingungen und der daraus resultierenden Zunahme der Insolvenzen ins Zentrum des Interesses gerückt. Verstärkt wird diese Entwicklung durch die vom Baseler Ausschuss für Bankenaufsicht erarbeiteten Neuregelungen der Eigenkapitalausstattung von Kreditinstituten. Die Modellierung von Kreditportfoliorisiken mithilfe mathematisch-statistischer Analyseverfahren gewinnt vor diesem Hintergrund an Bedeutung. Matthias Wagatha erarbeitet ein bedingtes Modellgerüst für die Kreditrisikoanalyse, das eine explizite Verknüpfung zwischen systematischen Kreditrisiken und internationalen makroökonomischen Systemen herstellt. Hierzu werden anhand von vektorautoregressiven Modellen in Verbindung mit Kointegrationskonzepten makroökonomische Theorien aufgestellt und überprüft. Durch eine praktische Umsetzung wird der Zusammenhang von Kreditausfallzyklen und Konjunktur verdeutlicht. About the Author Dr. Matthias Wagatha ist wissenschaftlicher Mitarbeiter von Prof. Dr. Manfred Steiner am Lehrstuhl für Finanz- und Bankwirtschaft der Universität Augsburg.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
28 January 2005
Listed Since
04 April 2012

Barcode

No barcode data available

Similar Products You Might Like

Optimale Fremdfinanzierung nach Basel II: 2
97% match

Optimale Fremdfinanzierung nach Basel II: 2

Gabler Verlag

£57.46 27 Feb 2026
Managing and Measuring Capital: For Banks and Financial Institutions
97% match

Managing and Measuring Capital: For Banks and Financial Institutions

Risk Books

£107.80 09 Mar 2026
Why Do Banks Fail and What to Do About It: The Role of Risk Management, Governance, Accounting, and More (Contributions to Finance and Accounting)
97% match

Why Do Banks Fail and What to Do About It: The Role of Risk Management, Governance, Accounting, and More (Contributions to Finance and Accounting)

Springer

£45.28 19 Feb 2026
Advanced Credit Risk Analysis and Management (The Wiley Finance Series)
96% match

Advanced Credit Risk Analysis and Management (The Wiley Finance Series)

Wiley

£59.55 12 Jan 2026
Finanzwirtschaft des Unternehmens und Kapitalmarkt (Springer-Lehrbuch)
96% match

Finanzwirtschaft des Unternehmens und Kapitalmarkt (Springer-Lehrbuch)

Springer

£44.99 13 Apr 2026
Banks in Distress: Lessons from the American Experience of the 1980s: Lessons from the American Experience of the 1980s (International Banking, Finance and Economic Law Series Set)
96% match

Banks in Distress: Lessons from the American Experience of the 1980s: Lessons from the American Experience of the 1980s (International Banking, Finance and Economic Law Series Set)

Springer

£20.00 08 Jan 2026
The Bank Credit Analysis Handbook: A Guide for Analysts, Bankers and Investors: 675 (Wiley Finance)
96% match

The Bank Credit Analysis Handbook: A Guide for Analysts, Bankers and Investors: 675 (Wiley Finance)

Wiley

£129.38 25 Jan 2026
Contemporary Issues in Financial Institutions and Markets: Volume 3
96% match

Contemporary Issues in Financial Institutions and Markets: Volume 3

Routledge

£46.77 07 Mar 2026
Routledge Contemporary Issues in Financial Institutions Vol 3
96% match

Routledge Contemporary Issues in Financial Institutions Vol 3

Routledge

£142.18 16 Apr 2026
Dynamics of Financial Stress and Economic Performance: Insights and Analysis from the World Economy
96% match

Dynamics of Financial Stress and Economic Performance: Insights and Analysis from the World Economy

Emerald Publishing Limited

£69.22 27 Feb 2026
Who Pays for Bank Insolvency?
96% match

Who Pays for Bank Insolvency?

MACMILLAN

£76.09 06 Mar 2026
Bank Capital and Risk-Taking: The Impact of Capital Regulation, Charter Value, and the Business Cycle: 337 (Kieler Studien - Kiel Studies, 337)
96% match

Bank Capital and Risk-Taking: The Impact of Capital Regulation, Charter Value, and the Business Cycle: 337 (Kieler Studien - Kiel Studies, 337)

Springer

£59.97 08 Mar 2026
Credit Engineering for Bankers, 2nd Edition: A Practical Guide for Bank Lending
96% match

Credit Engineering for Bankers, 2nd Edition: A Practical Guide for Bank Lending

Academic Press

£54.99 09 Feb 2026
Banking and Capital Markets: New International Perspectives
96% match

Banking and Capital Markets: New International Perspectives

World Scientific Publishing Company

£75.19 05 Feb 2026
Active Credit Portfolio Management in Practice: 384 (Wiley Finance)
96% match

Active Credit Portfolio Management in Practice: 384 (Wiley Finance)

Wiley

£50.97 29 Jan 2026
Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia (ADBI series on Asian Economic Integration and Cooperation)
96% match

Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia (ADBI series on Asian Economic Integration and Cooperation)

Edward Elgar Publishing

£85.40 08 Mar 2026
Contemporary Finance: Money, Risk, and Public Policy (Wiley Finance)
96% match

Contemporary Finance: Money, Risk, and Public Policy (Wiley Finance)

Wiley

£46.66 22 Feb 2026
Structured Credit Products: Pricing, Rating, Risk Management and Basel II
96% match

Structured Credit Products: Pricing, Rating, Risk Management and Basel II

£99.00 12 Jan 2026
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks: 2 (Topics In Systems Engineering)
96% match

Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks: 2 (Topics In Systems Engineering)

World Scientific Publishing Company

£116.50 19 Apr 2026
Stress Testing: Approaches, Methods and Applications
96% match

Stress Testing: Approaches, Methods and Applications

Risk Books

£145.00 29 Jan 2026
Bank Regulation: Effects on Strategy, Financial Accounting and Management Control (Routledge Studies in Accounting)
96% match

Bank Regulation: Effects on Strategy, Financial Accounting and Management Control (Routledge Studies in Accounting)

Routledge

£137.28 23 Jan 2026
Adapting to Basel III and IV: Re-engineering capital, business mix and performance management practices post-crisis
96% match

Adapting to Basel III and IV: Re-engineering capital, business mix and performance management practices post-crisis

Risk Books

£145.00 04 Mar 2026
State and Financial Systems in Europe and the USA: Historical Perspectives on Regulation and Supervision in the Nineteenth and Twentieth Centuries (Studies in Banking and Financial History)
96% match

State and Financial Systems in Europe and the USA: Historical Perspectives on Regulation and Supervision in the Nineteenth and Twentieth Centuries (Studies in Banking and Financial History)

Routledge

£114.45 29 Jan 2026
New Perspectives on the Bank-Firm Relationship: Lending, Management and the Impact of Basel III (Palgrave Macmillan Studies in Banking and Financial Institutions)
96% match

New Perspectives on the Bank-Firm Relationship: Lending, Management and the Impact of Basel III (Palgrave Macmillan Studies in Banking and Financial Institutions)

MACMILLAN

£80.65 09 Apr 2026