Capa do artigo Rating Based Modeling Of Credit Risk

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Rating Based Modeling Of Credit Risk eBook

Name: Rating Based Modeling Of Credit Risk
Price: 71.54 EUR
Author: Stefan Trueck e Svetlozar T. Rachev
ISBN: 9780080920306

Theory And Application Of Migration Matrices

by Stefan Trueck e Svetlozar T. Rachev

language: english

Publisher: ELSEVIER SCIENCE, January of 2009 ‧ see product details

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SYNOPSIS

Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is credit migrations.

DETAILS

Rating Based Modeling Of Credit Risk

Theory And Application Of Migration Matrices

by Stefan Trueck e Svetlozar T. Rachev
Property	Description
ISBN:	9780080920306
Publisher:	ELSEVIER SCIENCE
Release Date:	January of 2009
Language:	English
Format:	eBook
File Format and Compatibility:	ePUB para ADE
Categories:	eBooks in English > Economics, Finance and Accounting > Finances
EAN:	9780080920306
Acessibilidade:	Ver características de acessibilidade indicadas pelo editor

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