M. Anolli,
E. Beccalli,
T. Giordani
Palgrave Macmillan UK
e druk, 2013
9781349435074
Retail Credit Risk Management
Specificaties
Paperback, blz.
|
Engels
Palgrave Macmillan UK |
e druk, 2013
ISBN13: 9781349435074
Rubricering
Onderdeel van serie
Palgrave Macmillan Studies in Banking and Financial Institutions
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management.
Specificaties
ISBN13:9781349435074
Taal:Engels
Bindwijze:paperback
Uitgever:Palgrave Macmillan UK
Inhoudsopgave
List of Tables List of Figures Notes on Contributors PART 1 REGULATORY FRAMEWORK Introduction; Anolli, M., Beccalli, E. PART 2 RISK TAKING: MEASUREMENT, PRICING AND MANAGEMENT The Ever-evolving Basel Accord; Guadalupi, D. Private Individuals: Credit Risk Modeling; Giannasca, C., Giordani, T. SMEs: Credit Risk Modeling; Giovannini, E. The Critical Model Parameter: LGD; Alghisi Manganello, E., Leucari, V. Model Validation; Arfé, A., Gianturco, P. Risk Adjusted Performance Measures; Anolli, M. PART 3 PORTFOLIO CREDIT RISK: MEASUREMENT AND MANAGEMENT Portfolio Credit Risk Modeling; Bocchi, L., Bellini, T. Stress Testing, Capital Planning, and Risk Integration; Bellini, T, Bocchi, L. Portfolio Management; Giordani, T., Giannasca, C. PART 4 OPERATIONAL IMPLICATION IT Systems for Credit Risk Management; Traversini, R., Marmonti, A. A New Retail Credit Risk Management Approach to Cope with the Crisis; Merlin, F.