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Credit Risk Securitisation
Antje Schirm
€ 63.20
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Description for Credit Risk Securitisation
Paperback. Num Pages: 210 pages, 8 colour illustrations, 35 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 13. Weight in Grams: 318.
Credit risk has become the central focus of risk management in the last decade for a num ber of reasons. First, for a typical continental bank, credit risk is still the predominant risk category. Second, the new Basel Capital Accord of June 2004 allows for more advanced methods to assess the risk related with a bank's credit portfolio. Third, the markets to reallocate credit risk between agents experience the highest growth rate of all derivative markets. Fourth, from a theoretical and an empirical point of view, the modelling and valuation of credit risk is a more demanding problem than the ... Read more
Credit risk has become the central focus of risk management in the last decade for a num ber of reasons. First, for a typical continental bank, credit risk is still the predominant risk category. Second, the new Basel Capital Accord of June 2004 allows for more advanced methods to assess the risk related with a bank's credit portfolio. Third, the markets to reallocate credit risk between agents experience the highest growth rate of all derivative markets. Fourth, from a theoretical and an empirical point of view, the modelling and valuation of credit risk is a more demanding problem than the ... Read more
Product Details
Format
Paperback
Publication date
2004
Publisher
Deutscher Universitats-Verlag Germany
Number of pages
210
Condition
New
Number of Pages
210
Place of Publication
Wiesbaden, Germany
ISBN
9783824482429
SKU
V9783824482429
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Antje Schirm
Dr. Antje Schirm ist wissenschaftliche Mitarbeiterin von Prof. Dr. Dr. h.c. Wolfgang Bühler am Center for Doctoral Studies in Economics and Management (CDSEM) und am Lehrstuhl für Finanzierung der Universität Mannheim.
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