Concentration Risk in Credit Portfolios Concentration Risk in Credit Portfolios
EAA Series

Concentration Risk in Credit Portfolios

Eva Lütkebohmert
    • $34.99
    • $34.99

Publisher Description

This introduction to credit risk modeling focuses on measuring concentration risks in credit portfolios. It surveys several credit risk models, allowing banks to simulate or compute a probability distribution of credit losses at the portfolio level.

GENRE
Science & Nature
RELEASED
2008
30 September
LANGUAGE
EN
English
LENGTH
244
Pages
PUBLISHER
Springer Berlin Heidelberg
SELLER
Springer Nature B.V.
SIZE
2.6
MB

More Books Like This

MODERN FINANCIAL ENGINEERING MODERN FINANCIAL ENGINEERING
MODERN FINANCIAL ENGINEERING
2021
Pricing and Risk Management of Synthetic CDOs Pricing and Risk Management of Synthetic CDOs
Pricing and Risk Management of Synthetic CDOs
2011
Risk Assessment Risk Assessment
Risk Assessment
2008
Credit Risk Management Credit Risk Management
Credit Risk Management
2017
The Oxford Handbook of Credit Derivatives The Oxford Handbook of Credit Derivatives
The Oxford Handbook of Credit Derivatives
2013
Granularity Theory with Applications to Finance and Insurance Granularity Theory with Applications to Finance and Insurance
Granularity Theory with Applications to Finance and Insurance
2014

Other Books in This Series

Handbook on Loss Reserving Handbook on Loss Reserving
Handbook on Loss Reserving
2016
Market-Consistent Actuarial Valuation Market-Consistent Actuarial Valuation
Market-Consistent Actuarial Valuation
2016
Modelling in Life Insurance – A Management Perspective Modelling in Life Insurance – A Management Perspective
Modelling in Life Insurance – A Management Perspective
2016
Introduction to Insurance Mathematics Introduction to Insurance Mathematics
Introduction to Insurance Mathematics
2015
Health Insurance Health Insurance
Health Insurance
2014
Modern Problems in Insurance Mathematics Modern Problems in Insurance Mathematics
Modern Problems in Insurance Mathematics
2014