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Integrated Market and Credit Portfolio Models
Peter Grundke
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Description for Integrated Market and Credit Portfolio Models
Paperback. Series: Neue Betriebswirtschaftliche Forschung (NBF). Num Pages: 188 pages, 30 black & white tables, biography. BIC Classification: KFF; PBUD. Category: (P) Professional & Vocational. Dimension: 210 x 148. Weight in Grams: 280.
Banks are exposed to various kinds of risks; among them are credit default risks, market price risks and operational risks the most important ones. Aggregating these different risk ex- sures to a comprehensive risk position is an important, yet challenging and up to now un- solved task. Banks’ current state of the art in risk management is still far away from achieving a fully integrated view of the risks they are exposed to. This shortfall traces back to both, to conceptual problems of constructing an appropriate risk model and to the computational b- den of calculating a loss distribution. The ... Read more
Banks are exposed to various kinds of risks; among them are credit default risks, market price risks and operational risks the most important ones. Aggregating these different risk ex- sures to a comprehensive risk position is an important, yet challenging and up to now un- solved task. Banks’ current state of the art in risk management is still far away from achieving a fully integrated view of the risks they are exposed to. This shortfall traces back to both, to conceptual problems of constructing an appropriate risk model and to the computational b- den of calculating a loss distribution. The ... Read more
Product Details
Format
Paperback
Publication date
2008
Publisher
Springer Fachmedien Wiesbaden Germany
Number of pages
188
Condition
New
Series
Neue Betriebswirtschaftliche Forschung (NBF)
Number of Pages
188
Place of Publication
Wiesbaden, Germany
ISBN
9783834908759
SKU
V9783834908759
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Peter Grundke
PD Dr. Peter Grundke habilitierte am Seminar für Allgemeine Betriebswirtschaftslehre und Bankbetriebslehre der Universität zu Köln. Er leitet zur Zeit das Fachgebiet Finance an der Universität Osnabrück.
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