Credit risk modelling : facts, theory and applications /
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| Author / Creator: | Benzschawel, Terry. |
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| Imprint: | London : Risk Books, c2012. |
| Description: | xxi, 502 p. : ill. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8922436 |
| Summary: | Credit Risk Modelling gives you a framework to understand how credit risk is measured, priced and managed. The importance of accurately modelling and managing credit risk is continuously growing, regulatory changes and evolving risk management practices have led to Banks looking a lot more closely at credit risk. |
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| Physical Description: | xxi, 502 p. : ill. ; 24 cm. |
| Bibliography: | Includes bibliographical references (p. 469-492) and index. |
| ISBN: | 1906348588 9781906348588 |
