Credit risk management : basic concepts : financial risk components, rating analysis, models, economic and regulatory capital / Tony van Gestel, Bart Baesens.

This text lays the foundations of credit risk management, defining the basic risk concepts and providing an overview of a risk modelling process. It provides an introduction to financial risk management, discussed in terms of practical business impact, and the increasing profitability competition.

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Bibliographic Details
Main Author: Gestel, Tony van
Other Authors: Baesens, Bart
Format: eBook
Language:English
Published: Oxford, UK : Oxford University Press, 2009.
Subjects:
Online Access:Click for online access
Description
Summary:This text lays the foundations of credit risk management, defining the basic risk concepts and providing an overview of a risk modelling process. It provides an introduction to financial risk management, discussed in terms of practical business impact, and the increasing profitability competition.
Physical Description:1 online resource (xvi, 535 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:0191562718
9780191562716
9780199545117
0199545111
9780191720147
0191720143
Source of Description, Etc. Note:Print version record.