Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance - Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia) - Bücher - Elsevier Science Publishing Co Inc - 9780123736833 - 1. Dezember 2008
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Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance

Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia)

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Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance

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.

280 pages, Illustrated

Medien Bücher     Gebundenes Buch   (Buch mit hartem Rücken und steifem Einband)
Erscheinungsdatum 1. Dezember 2008
Ursprünglich erschienen 2009
ISBN13 9780123736833
Verlag Elsevier Science Publishing Co Inc
Seitenanzahl 280
Maße 160 × 239 × 21 mm   ·   580 g

Alle Titel von Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia) ansehen ( u. a. Gebundenes Buch )