Credit risk modelling - facts, theory and applications
Auteur :
Benzschawel, Terry
Éditeur :
Risk Books
ISBN :
9781906348588
Date de publication :
30 mai 2012
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Credit Risk Modelling gives you a framework to understand how credit risk is measured, priced and managed. The importance of accurately modelling and managing credit risk is continuously growing, regulatory changes and evolving risk management practices have led to Banks looking a lot more closely at credit risk.