Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital - Rilegato

Van Gestel, Dr Tony; Baesens, Dr Bart

Rilegato

ISBN 10: 0199545111 ISBN 13: 9780199545117

Casa editrice: OUP Oxford, 2008

Riassunto

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.
The introduction of the recently suggested Basel II Capital Accord has raised many issues and concerns about how to appropriately manage credit risk. Managing credit risk is one of the next big challenges facing financial institutions. The importance and relevance of efficiently managing credit risk is evident from the huge investments that many financial institutions are making in this area, the booming credit industry in emerging economies (e.g. Brazil, China, India, ...), the many events (courses, seminars, workshops, ...) that are being organised on this topic, and the emergence of new academic journals and magazines in the field (e.g. Journal of Credit Risk, Journal of Risk Model Validation, Journal of Risk Management in Financial Institutions, ...).
Basic Concepts provides the introduction to the concepts, techniques, and practical examples to guide both young and experienced practitioners and academics in the fascinating, but complex world of risk modelling. Financial risk management, an area of increasing importance with the recent Basel II developments, is discussed in terms of practical business impact and the increasing profitability competition, laying the foundation for books II and III.

Su questo libro

Informazioni sull?autore

Bart Baesens is assistant professor at K. U. Leuven and Vlerlck Leuven Ghent Management School (Belgium). He is also a lecturer at the University of Southampton (United Kingdom).

Dettagli dell?edizione

• Editore: OUP Oxford
• Data di pubblicazione: 2008
• Lingua: Inglese
• ISBN 10: 0199545111
• ISBN 13: 9780199545117
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 552
• Contatto del produttore: non disponibile