Cover Image

Rating based modeling of credit risk : theory and application of migration matrices /

Show other versions (2)

In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capi...

Full description

Bibliographic Details
Main Author: Trueck, Stefan
Corporate Author: ScienceDirect (Online service)
Other Authors: Rachev, S. T. (Svetlozar Todorov)
Format: eBook
Language:English
Published: London ; Burlington, MA : Academic, ©2009.
Series:Academic Press advanced finance series.
Subjects:
Credit > Management.
Risk management.
Credit ratings.
Credit > Management > Mathematical models.
Crédit > Gestion.
Gestion du risque.
Cotes de solvabilité.
Crédit > Gestion > Modèles mathématiques.
risk management.
BUSINESS & ECONOMICS > Marketing > General.
BUSINESS & ECONOMICS > Distribution.
BUSINESS & ECONOMICS > Finance.
Credit > Management
Credit > Management > Mathematical models
Credit ratings
Risk management
Electronic books.
Online Access:Connect to the full text of this electronic book

Internet

Connect to the full text of this electronic book

Available Online

Holdings details from Available Online
Call Number: HG3751 .T78 2009
 
Call Number Status Get It
HG3751 .T78 2009 Available