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About Internal Credit Risk Models: Capital Allocation and Performance Measurement
This work provides a practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management. Topics covered include: default probabilities; expected and unexpected losses; time effects; default correlations; and loss distributions.
Detailed Information
| Author: | MICHAEL, K ONG |
|---|---|
| Publication Year: | 1999 |
| ISBN: | 9781899332038 |
| Pages: | 343 |
| Language: | English |
| File Size: | 2.706 |
| Format: | |
| Price: | FREE |
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