An edition of Credit risk measurement (1999)

Credit risk measurement

new approaches to value at risk and other paradigms

2nd ed.

by

Cover of: Credit risk measurement by Anthony Saunders, Anthony Saunders
Not in Library

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Last edited by MARC Bot
September 10, 2024 | History
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An edition of Credit risk measurement (1999)

Credit risk measurement

new approaches to value at risk and other paradigms

2nd ed.

by

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
John Wiley
Language
English
Pages
319

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Previews available in: English

Subjects

Credit, Management, Bank management, Bank loans, Risk management, Risk assessment, Credit, management, Prêts bancaires, Banques, Gestion, Crédit, Gestion du risque, BUSINESS & ECONOMICS, Banks & Banking, Finance - credit & loans, Financial risk management, Insurance & finance industries - management, Banks, Savings & loans, & credit unions - general & miscellaneous

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Edition Availability
Cover of: Credit risk measurement
Credit risk measurement: new approaches to value at risk and other paradigms
2002, John Wiley
in English - 2nd ed.
  • Not in Library
Libraries near you: WorldCat
Cover of: Credit Risk Measurement
Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, 1st Edition
June 18, 1999, Wiley
in English
Libraries near you: WorldCat

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Book Details

Table of Contents

Why new approaches to credit risk measurement and management?
Traditional approaches to credit risk measurement
The BIS Basel international bank capital accord : January 2002
Loans as options : the KMV and Moody's models
Reduced form models : KPMG's loan analysis system and Kamakura's risk manager
The VAR approach : creditmetrics and other models
The macro simulation approach : the Mckinsey model and other models
The insurance approach : mortality models and the CSFP credit risk plus model
A summary and comparison of new internal model approaches
Overview of modern portfolio theory and its application to loan portfolios
Loan portfolio selection and risk measurement
Stress testing credit risk models : algorithmics mark-to-future
Risk-adjusted return on capital models
Off-balance sheet credit risk
Credit derivatives.

Edition Notes

Includes bibliographical references (p. 258-275) and index.

Published in
New York

Classifications

Library of Congress
HG1641 .S33 2002, HG1641, HG1641 .S33 2002eb

The Physical Object

Pagination
xiii, 319 p. :
Number of pages
319

ID Numbers

Open Library
OL15525058M
Internet Archive
creditriskmeasur00alle
ISBN 10
047121910X
LCCN
2002005431
OCLC/WorldCat
49566338, 51209682, 49298584
Library Thing
1639691
Goodreads
464568

Source records

Western Washington University MARC record
Ithaca College Library MARC record
Internet Archive item record
Library of Congress MARC record
Internet Archive item record
Better World Books record
marc_columbia MARC record
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Promise Item
marc_nuls MARC record
marc_columbia MARC record
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harvard_bibliographic_metadata record

Excerpts

In recent years, a revolution has been brewing in the way credit risk is both measured and managed.
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September 10, 2024 Edited by MARC Bot import existing book
December 19, 2023 Edited by ImportBot import existing book
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