Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms
Year of publication: |
2010 ; 3. ed.
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Authors: | Saunders, Anthony ; Allen, Linda |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Kreditrisiko | Bank | Messung | Value at Risk |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XVI, 380 S. : graph. Darst. |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Rev. ed. of: Credit risk measurement. 2nd ed., c2002. - Includes bibliographical references and index |
ISBN: | 978-0-470-47834-9 |
Classification: | Investition, Finanzierung |
Source: |
-
The fundamentals of risk measurement
Marrison, Chris, (2002)
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Eisele, Burkhard, (2004)
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony, (2002)
- More ...
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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)
- More ...