2004 Conference Practitioner’s Workshop <br> Quantitative Aspects of Credit Risk
This workshop will provide an in-depth analysis of state-of-the-art Credit Portfolio Models and will focus in particular on integrated credit risk management and risk capital management. The presenter will lead you through the various applications and enable you to put your freshly acquired knowledge into practice. This workshop will include references to the new regulations according to Basel II and also to the recent successful book of the presenter. Focus Credit Portfolios, Integrated Risk Management, Value at Risk, Basel II.
|Classification:||C0 - Mathematical and Quantitative Methods. General ; G0 - Financial Economics. General|
Persistent link: https://www.econbiz.de/10005871506