Credit risk measurement : new approaches to value at risk and other paradigms
Year of publication: |
2002 ; 2. ed.
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Authors: | Saunders, Anthony ; Allen, Linda |
Publisher: |
New York, NY : Wiley |
Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Frühwarnsystem | Early warning system | Theorie | Theory | Risikomaß | Risk measure | Kreditmanagement |
Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] |
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Finanzwirtschaftliches Risikomanagement
Oehler, Andreas, (2001)
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Globales Risikomanagement für Banken
Blattner, Peter, (2003)
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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
Oehler, Andreas, (1998)
- 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)
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