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Rating Based Modeling Of Credit Risk

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.
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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780123736833
Availability: In Stock
£45.07

Product Description

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 & bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is credit migrations.

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Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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