Credit risk management : basic concepts:financial risk components, rating analysis, models, economic and regulatory capital

Bibliographic Details
Main Authors: Gestel, Tony van (Author), Baesens, Bart (Author)
Format: Book
Language:English
Published: Oxford; New York : Oxford University Press , c2009
Subjects:

MARC

LEADER 00000cam a2200000 7i4500
001 0000064750
005 20160920093000.0
008 090917s2009 enk eng
020 |a 9780199545117 
090 0 0 |a HG3701   |b .G43 2009 
100 1 |a Gestel, Tony van ,   |e author 
245 1 0 |a Credit risk management :   |b basic concepts:financial risk components, rating analysis, models, economic and regulatory capital   |c Tony van Gestel, Bart Baesens 
260 |a Oxford;   |a New York :   |b Oxford University Press ,   |c c2009 
300 |a xvi, 535 p. :   |b ill. ;   |c 24 cm. 
504 |a Includes bibliographical references (p.483-518) and index 
505 0 |a 1. Bank risk management -- 2. Credit scoring -- 3. Credit ratings -- 4. Risk modelling and measurement -- 5. Portfolio models for credit risk -- 6. Basel II 
650 0 |a Credit 
650 0 |a Financial risk management 
700 1 |a Baesens, Bart ,   |e author 
999 |a 1000135120   |b Book   |c OPEN SHELF (30 DAYS)   |e Gong Badak Campus