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In den WarenkorbZustand: New. In.
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Zustand: New. pp. 244.
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Taschenbuch. Zustand: Neu. Concentration Risk in Credit Portfolios | Eva Lütkebohmert | Taschenbuch | xviii | Englisch | 2008 | Springer | EAN 9783540708698 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Sprache: Englisch
Verlag: Springer, Berlin, Springer, 2008
ISBN 10: 3540708693 ISBN 13: 9783540708698
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models.The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated.On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective.
Sprache: Englisch
Verlag: Springer, Berlin, Springer Berlin Heidelberg, Springer Okt 2008, 2008
ISBN 10: 3540708693 ISBN 13: 9783540708698
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models.The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated.On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective 226 pp. Englisch.
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In den WarenkorbZustand: New. Print on Demand pp. 244 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: New. PRINT ON DEMAND pp. 244.
Sprache: Englisch
Verlag: Springer Berlin Heidelberg, 2008
ISBN 10: 3540708693 ISBN 13: 9783540708698
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In den WarenkorbKartoniert / Broschiert. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Important topic in credit risk modelingImportant for both practitioner and researchersMuch of the material covered has appears for the first time in book-formImportant topic in credit risk modelingImportant for both practi.