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RISK-ADJUSTED LENDING CONDITIONS: AN OPTION PRICING APPROACH

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In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Provided loan risks can be calculated, it is possible in each case to charge a price that is appropriately adjusted for risk, thus making it possible to make high-risk loans. In "Risk-adjusted Lending Conditions" the author presents a model, to measure and calculate loan risks, showing how it functions and how it may be applied.

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Availability

10006817

332.1753 ROS r

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Werner Rosenberger

Call Number

332.1753 ROS r

Publisher

Chicester : John Wiley & Sons., 2003

Collation

xv, 169 p. : ill. ; 26 cm.

Language

English

ISBN/ISSN

0-470-84752-2

Classification

332.1753

Content Type

-

Edition

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Subject(s)

Mathematical Model
Options (Finance) Prices
Credit Management

Specific Detail Info

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