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Credit risk management /

Credit risk management / the Hong Kong Institute of Bankers. - xii, 447 pages : illustrations (some color) ; 25 cm

Includes bibliographical references and index.

Definitions and concepts -- Active credit portfolio management -- Capital adequacy framework -- Standardised approach to credit risk -- Internal ratings-based approach -- Structural models -- Econometric models -- Loss given default -- Reduced-form models -- PD model validation -- Portfolio models -- Credit derivatives -- Structured credit products.

ISBN: 9780470827499 (Paperback) 0470827491 (Paperback)

LCCN: 2012406794

Subjects--Topical Terms:
Credit--Management.
Banks and banking--Risk management.
Bank loans.

LC Class. No.: HG3751 / .H73 2012

Dewey Class. No.: 332.1068

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