Credit Risk Modelling and Implementation of Credit Risk Models in China

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Credit Risk Modelling and Implementation of Credit Risk Models in China

Credit risk, or the risk of counterparty default, is an important factor in the valuation and risk management of financial assets. It has become increasingly important to financial institutions. A variety of credit risk models have been developed to measure credit risk. They are J.P. Morgan's C...

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Bibliographic Details
Main Author:	Yu, Mengxiao
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Online Access:	https://eprints.nottingham.ac.uk/21395/

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