Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms
Year of publication: |
c 2010 ; 3. ed.
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Authors: | Saunders, Anthony ; Allen, Linda |
Publisher: |
Hoboken, N.J. : Wiley |
Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Frühwarnsystem | Early warning system | Risikomaß | Risk measure | Theorie | Theory | Bank | Messung | Value at Risk |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony, (1999)
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Saunders, Anthony, (2010)
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony, (2002)
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Incorporating systemic influences into risk measurements: A survey of the literature
Allen, Linda, (2002)
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A survey of cyclical effects in credit risk measurement models
Allen, Linda, (2002)
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Issues in the Credit Risk Modeling of Retail Markets
Allen, Linda, (2003)
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