Editors:
- State-of-the-art compendium in credit risk
- Presents new developments in the measurement, evaluation and management of credit risk
- Includes supplementary material: sn.pub/extras
Part of the book series: Contributions to Economics (CE)
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Table of contents (15 papers)
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Front Matter
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Back Matter
About this book
New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.
Editors and Affiliations
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Institut für Statistik und Mathematische Wirtschaftstheorie, Universität Karlsruhe, Karlsruhe, Germany
Georg Bol, Svetlozar T. Rachev, Karl-Heinz Vollmer
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DaimlerChrysler AG, Ulm, Germany
Gholamreza Nakhaeizadeh
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DZ Bank AG, COR, Frankfurt am Main, Germany
Thomas Ridder
Bibliographic Information
Book Title: Credit Risk
Book Subtitle: Measurement, Evaluation and Management
Editors: Georg Bol, Gholamreza Nakhaeizadeh, Svetlozar T. Rachev, Thomas Ridder, Karl-Heinz Vollmer
Series Title: Contributions to Economics
DOI: https://doi.org/10.1007/978-3-642-59365-9
Publisher: Physica Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Physica-Verlag Heidelberg 2003
Softcover ISBN: 978-3-7908-0054-8
eBook ISBN: 978-3-642-59365-9
Series ISSN: 1431-1933
Series E-ISSN: 2197-7178
Edition Number: 1
Number of Pages: X, 333
Number of Illustrations: 37 b/w illustrations
Topics: Finance, general, Macroeconomics/Monetary Economics//Financial Economics, Quantitative Finance