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Book Categories |
| Introduction | 1 | |
| Ch. 1 | The Objectives of the Credit Risk Process | 5 |
| Ch. 2 | The Asian Crisis: Lessons for Maximizing Risk-adjusted Shareholder Value | 17 |
| Ch. 3 | The Evolution of Credit Modeling Techniques | 25 |
| Ch. 4 | Credit Risk Models: The Impact of Macro Factors on the Risk of Default | 65 |
| Ch. 5 | Internal Ratings and Approaches to Testing Credit Models | 85 |
| Ch. 6 | Tests of Credit Models using Historical Default Data | 119 |
| Ch. 7 | Market Data Tests of Credit Models: Lessons from Enron and Other Case Studies | 139 |
| Ch. 8 | Out of Sample Testing of Credit Models | 193 |
| Ch. 9 | Implications of the Tests for the Basel Accords and Management of Financial Institutions | 199 |
| Ch. 10 | Measuring Safety and Soundness and Capital Allocation Using the Merton and Reduced Form Models | 215 |
| Ch. 11 | Impact of Collateral on Valuation Models | 243 |
| Ch. 12 | Pricing and Valuing Revolving Credit and Other Loan Agreements | 249 |
| Ch. 13 | Credit Derivatives and Collateralized Debt Obligations | 253 |
| Ch. 14 | Future Developments in Credit Modeling | 259 |
| Index | 267 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Zach Harris
reviewed Credit Risk Models and the Basel Accords on January 24, 2013
Credit Risk Models and the Basel Accords
Excellent step by step guide for M&A
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Add Credit Risk Models and the Basel Accords, The Bank for International Settlements is only 1-2 years away from effectively requiring all major financial institutions in the world to use a sophisticated credit models. The most widely used model is based on the 1974 Merton model of risky debt. A more, Credit Risk Models and the Basel Accords to the inventory that you are selling on WonderClubX
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Add Credit Risk Models and the Basel Accords, The Bank for International Settlements is only 1-2 years away from effectively requiring all major financial institutions in the world to use a sophisticated credit models. The most widely used model is based on the 1974 Merton model of risky debt. A more, Credit Risk Models and the Basel Accords to your collection on WonderClub |
