CreditRisk in the Banking Industry
| By: | Matthias Gundlach; Frank Lehrbass |
| Publisher: | Springer Nature |
| Print ISBN: | 9783540207382 |
| eText ISBN: | 9783662064276 |
| Edition: | 1 |
| Copyright: | 2004 |
| Format: | Page Fidelity |
Lifetime - $123.75
eBook Features
Instant Access
Purchase and read your book immediately
Read Offline
Access your eTextbook anytime and anywhere
Study Tools
Built-in study tools like highlights and more
Read Aloud
Listen and follow along as Bookshelf reads to you
Details
Table of Contents
CreditRisk is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk , which is widely used in the banking industry. It gives an introduction to the model itself and to its ability to describe, manage and price credit risk. This timely book will be an indispensable tool.