TY - BOOK ED - Hong Kong Institute of Bankers, TI - Credit risk management SN - 9780470827499 (Paperback) AV - HG3751 .H73 2012 U1 - 332.1068 PY - 2012/// CY - Singapore PB - Wiley, John Wiley & Sons Singapore Pte. Ltd. KW - Credit KW - Management KW - Banks and banking KW - Risk management KW - Bank loans N1 - 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 UR - https://www.loc.gov/catdir/enhancements/fy1616/2012406794-b.html UR - https://www.loc.gov/catdir/enhancements/fy1616/2012406794-d.html UR - https://www.loc.gov/catdir/enhancements/fy1616/2012406794-t.html ER -