Managing portfolio credit risk in banks
Auteur :
Bandyopadhyay, Arindam
Éditeur :
Cambridge University Press
ISBN :
9781107146471
Date de publication :
9 mai 2016
Dimensions :
23,6 x 16,0 x 2,4 cm
Poids :
620 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book is an attempt to demystify various standard mathematical and statistical techniques that can be applied to measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices.