Recovery Risk: The Next Challenge in Credit Risk Management - Softcover

 
9781904339502: Recovery Risk: The Next Challenge in Credit Risk Management
Softcover
ISBN 10: 1904339506 ISBN 13: 9781904339502
Verlag: Risk Books, 2005

Inhaltsangabe

In this ground-breaking new title, Risk Books unite three prominent editors to provide a much-needed reference text on loss given default (LGD) measurement and management and the requirements of the Basel II Capital Accord. The measurement of LGD – the share of an exposure that is actually lost when a borrower defaults – is a critical area of the science of credit ysis. Topics covered include: Using multivariate models for the estimation of LGD Exploring the links between LGD and default risk Providing a Basel II compliant framework for LGD estimation Helping you to transform research results into operational tools for setting up Basel II compliant rating systems Full accounts of the latest developments in the field of LGD ysis. Also includes a full summary of results of academic research in LGD measurement over the past 10 years, including the latest research findings from the main empirical and theoretical academics.

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Verlag
Risk Books
Erscheinungsdatum
2005
Sprache
Englisch
ISBN 10 
1904339506
ISBN 13 
9781904339502
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
364
Herausgeber
Altman Edward, Resti Andrea, Sironi Andrea
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar