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

Concentration Risk in Credit Portfolios

Eva Lütkebohmert
    • £20.99
    • £20.99

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
SIZE
2.6
MB

More Books Like This

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
Rating Based Modeling of Credit Risk Rating Based Modeling of Credit Risk
Rating Based Modeling of Credit Risk
2009
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

Modelling in Life Insurance – A Management Perspective Modelling in Life Insurance – A Management Perspective
Modelling in Life Insurance – A Management Perspective
2016
Risk Theory and Reinsurance Risk Theory and Reinsurance
Risk Theory and Reinsurance
2013
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
2013
Life Insurance Risk Management Essentials Life Insurance Risk Management Essentials
Life Insurance Risk Management Essentials
2011
Non-Life Insurance Pricing with Generalized Linear Models Non-Life Insurance Pricing with Generalized Linear Models
Non-Life Insurance Pricing with Generalized Linear Models
2010
Handbook on Loss Reserving Handbook on Loss Reserving
Handbook on Loss Reserving
2016