Credit Risk Measurement: New Approaches to Value- At-Risk and Other Paradigms

by Anthony Saunders

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In den letzten Jahren haben Banken, Wissenschaftler und Kontrollinstanzen viel Zeit und M?he in die Entwicklung neuer Ans?tze zu Risikomessung und -management investiert. Kreditrisikomanagement - aktuell ein brandhei es Thema in der Finanzwelt - ist das Ergebnis einer aggressiven Entwicklung neuer Techniken. Der Autor, Herausgeber von zwei Fachzeitschriften, hat einen aktuellen ?berblick ?ber viele dieser neuen Kreditrisikomodelle zusammengestellt, wobei der Schwerpunkt auf der technischen Seite liegt. (07/99)

Format:Hardcover

Language:English

ISBN:0471350842

ISBN13:9780471350842

Release Date:June 1999

Publisher:Wiley

Length:240 Pages

Weight:1.20 lbs.

Dimensions:0.9" x 6.3" x 9.3"

Related Subjects

Accounting Accounting & Finance Banking Banks & Banking Business Business & Finance Business & Investing Economics Finance Industries & Professions Investing Investments & Securities Money & Monetary Policy Popular Economics

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Credit Risk Measurement: New Approaches to Value- At-Risk and Other Paradigms

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