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Credit risk management / the Hong Kong Institute of Bankers.

By: Material type: TextTextPublisher: Singapore : Wiley, John Wiley & Sons Singapore Pte. Ltd., 2012Description: xii, 447 pages : illustrations (some color) ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780470827499 (Paperback)
  • 0470827491 (Paperback)
Subject(s): DDC classification:
  • 332.1068
LOC classification:
  • HG3751 .H73 2012
Online resources:
Contents:
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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Book Book Kashipur 658.88 CRE (Browse shelf(Opens below)) Available IIMKA-6747
Total holds: 0

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.

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