Credit Risk: Measurement, Evaluation and Management
New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important...
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| Other Authors: | , , , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Heidelberg
Physica-Verlag HD
2003
|
| Edition: | 1st ed. 2003 |
| Series: | Contributions to Economics
|
| Subjects: | |
| Online Access: | BTU01 Volltext |
| Summary: | New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk |
| Physical Description: | 1 Online-Ressource (X, 333 p. 37 illus) |
| ISBN: | 9783642593659 |
| DOI: | 10.1007/978-3-642-59365-9 |
Staff View
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| spelling | Credit Risk Measurement, Evaluation and Management edited by Georg Bol, Gholamreza Nakhaeizadeh, Svetlozar T. Rachev, Thomas Ridder, Karl-Heinz Vollmer 1st ed. 2003 Heidelberg Physica-Verlag HD 2003 1 Online-Ressource (X, 333 p. 37 illus) txt rdacontent c rdamedia cr rdacarrier Contributions to Economics New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Economics, Mathematical Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kreditgeschäft (DE-588)4134687-7 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2002 Karlsruhe gnd-content Kreditgeschäft (DE-588)4134687-7 s Kreditrisiko (DE-588)4114309-7 s Risikomanagement (DE-588)4121590-4 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Bank (DE-588)4004436-1 s Bol, Georg edt Nakhaeizadeh, Gholamreza edt Rachev, Svetlozar T. edt Ridder, Thomas edt Erscheint auch als Druck-Ausgabe 9783790800548 Erscheint auch als Druck-Ausgabe 9783642593666 https://doi.org/10.1007/978-3-642-59365-9 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Credit Risk Measurement, Evaluation and Management Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Economics, Mathematical Risikomanagement (DE-588)4121590-4 gnd Kreditgeschäft (DE-588)4134687-7 gnd Bank (DE-588)4004436-1 gnd Kreditrisiko (DE-588)4114309-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4134687-7 (DE-588)4004436-1 (DE-588)4114309-7 (DE-588)4114528-8 (DE-588)1071861417 |
| title | Credit Risk Measurement, Evaluation and Management |
| title_auth | Credit Risk Measurement, Evaluation and Management |
| title_exact_search | Credit Risk Measurement, Evaluation and Management |
| title_exact_search_txtP | Credit Risk Measurement, Evaluation and Management |
| title_full | Credit Risk Measurement, Evaluation and Management edited by Georg Bol, Gholamreza Nakhaeizadeh, Svetlozar T. Rachev, Thomas Ridder, Karl-Heinz Vollmer |
| title_fullStr | Credit Risk Measurement, Evaluation and Management edited by Georg Bol, Gholamreza Nakhaeizadeh, Svetlozar T. Rachev, Thomas Ridder, Karl-Heinz Vollmer |
| title_full_unstemmed | Credit Risk Measurement, Evaluation and Management edited by Georg Bol, Gholamreza Nakhaeizadeh, Svetlozar T. Rachev, Thomas Ridder, Karl-Heinz Vollmer |
| title_short | Credit Risk |
| title_sort | credit risk measurement evaluation and management |
| title_sub | Measurement, Evaluation and Management |
| topic | Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Economics, Mathematical Risikomanagement (DE-588)4121590-4 gnd Kreditgeschäft (DE-588)4134687-7 gnd Bank (DE-588)4004436-1 gnd Kreditrisiko (DE-588)4114309-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Finance Macroeconomics Economics, Mathematical Risikomanagement Kreditgeschäft Bank Kreditrisiko Mathematisches Modell Konferenzschrift 2002 Karlsruhe |
| url | https://doi.org/10.1007/978-3-642-59365-9 |
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