Credit risk management and basel II
an implementation guide
- ISBN: 100792603
- Editorial: RISK BOOKS
- Fecha de la edición: 2007
- Lugar de la edición: London. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 230
- Idiomas: Inglés
Papel: Cartoné
157,75 €
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This book fills the gaps in existing literature on this subject by: approaching explanations from a non-mathematical perspective, with the spirit behind the mathematics and equations explained in an accessible manner; taking a holistic approach, with an end-to-end analysis of the credit risk problem; and, absorbing and integrating best practices echoed by the Basel Accord. The reader is provided with a framework for analysis and implementation, it will be beneficial for risk managers and compliance officers to credit risk administration personnel, front and middle office personnel, and students of GARP or financial engineering.
