The Measurement and Control of Credit Risk in the Chinese Banking Sector and the Application of CreditMetrics Model

Financial globalization, increased volatility of financial markets and rapid developments in financial engineering has dramatically increased the risks of a bank's trading position. Of the major risks involved in banking management, credit risk is regarded as the major risk in terms of its infl...

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Bibliographic Details
Main Author: Guo, Xiaofei
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Subjects:
Online Access:https://eprints.nottingham.ac.uk/20474/