This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Arindam Bandyopadhyay is Associate Professor of Finance and Associate Dean (Research and Consultancy) at the National Institute of Bank Management (NIBM), Pune. He teaches risk management and research methodology subjects for NIBM's postgraduate course and has undertaken major consultancy research projects in risk management, banking, finance, and the housing market.
Inhaltsangabe
Tables figures charts Preface Acknowledgements Abbreviations 1. Introduction to credit risk 2. Credit rating models 3. Approaches for measuring Probability of Default (PD) 4. Exposure at Default (EAD) and Loss Given Default (LGD) 5. Validation and stress testing of credit risk models 6. Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation 7. Economic capital and RAROC 8. Basel II IRB approach of measuring credit risk regulatory capital Index.
Tables figures charts Preface Acknowledgements Abbreviations 1. Introduction to credit risk 2. Credit rating models 3. Approaches for measuring Probability of Default (PD) 4. Exposure at Default (EAD) and Loss Given Default (LGD) 5. Validation and stress testing of credit risk models 6. Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation 7. Economic capital and RAROC 8. Basel II IRB approach of measuring credit risk regulatory capital Index.
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