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Credit risk management

Gestel, Tony van.

Credit risk management basic concepts : financial risk components, rating analysis, models, economic and regulatory capital / [electronic resource] : Tony van Gestel, Bart Baesens. - Oxford : Oxford University Press, c2009. - 1 online resource (xvi, 535 p.) : ill.

Includes bibliographical references and index.

This text lays the foundations of credit risk management defining the basic risk concepts and providing an overview of a risk modelling process. It provides an introduction to financial risk management, discussed in terms of practical business impact, and the increasing profitability competition.

9780191720147 (ebook) : No price


Credit.
Financial risk management.

HG3701

658.88