Credit Risk Measurement
new approaches to value-at-risk and other paradigms
$126.46
- Hardcover
240 pages
- Release Date
18 June 1999
Summary
The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional credit risk measurement methods has combined with regulations imposed by the Bank for International Settlements (BIS) in 1993 to send numerous financial institutions in search of alternative “internal model” approaches to measuring the credit risk of a loan or portfolio of loans. This has led to a raging debate over whether internal models can replace reg…
Book Details
| ISBN-13: | 9780471350842 |
|---|---|
| ISBN-10: | 0471350842 |
| Series: | Frontiers in Finance Series |
| Author: | Anthony Saunders |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 240 |
| Edition: | 1st |
| Release Date: | 18 June 1999 |
| Weight: | 499g |
| Dimensions: | 240mm x 162mm x 22mm |
You Can Find This Book In
About The Author
Anthony Saunders
ANTHONY SAUNDERS is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors and the Council of Research Advisors for the Federal National Mortgage Association. He is the Editor of the Journal of Banking and Finance and the Journal of Financial Markets, Instruments, and Institutions.
Returns
This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.