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Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia)
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Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance
Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia)
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.
280 pages, Illustrated
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 1 de dezembro de 2008 |
| Data do lançamento original | 2009 |
| ISBN13 | 9780123736833 |
| Editoras | Elsevier Science Publishing Co Inc |
| Páginas | 280 |
| Dimensões | 160 × 239 × 21 mm · 580 g |
| Idioma | Inglês |