Credit risk management : basic concepts:financial risk components, rating analysis, models, economic and regulatory capital
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford; New York :
Oxford University Press ,
c2009
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| Subjects: |
Table of Contents:
- 1. Bank risk management
- 2. Credit scoring
- 3. Credit ratings
- 4. Risk modelling and measurement
- 5. Portfolio models for credit risk
- 6. Basel II