CREDIT RISK MODELING USING EXCEL AND VBA
It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears tha…
- Edition
- 2nd. ed.
- Call Number
- 332.702 8 LOF c 2nd
CREDIT RISK MODELING USING EXCEL AND VBA
This book provides practitioners and students with a hands-on introduction to modern credit risk modeling. The authors begin each chapter with an accessible presentation of a given methodology, bef…
- Edition
- 1st. ed.
- Call Number
- 332.70285554 LOF c
CREDIT RISK MANAGEMENT
The importance of managing credit and credit risks carefully andappropriately cannot be overestimated. The very success or failureof a bank and the banking industry in general may well depend onhow…
- Edition
- 1st. ed.
- Call Number
- 332.1 THK c
CREDIT RISK VALUATION : METHODS, MODELS, AND APPLICATIONS
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing…
- Edition
- 2nd. ed.
- Call Number
- 332.632 AMM c 2nd
CREDIT RISK VALUATION
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing…
- Edition
- 3rd. ed.
- Call Number
- 332.632 BIE c 3th
STRATEGIC CREDIT MANAGEMENT
This book addresses these issues and provides a framework around which a modern credit management process can be built. Written by Sam N. Basu, a distinguished academic and banking professional, an…
- Edition
- -
- Call Number
- 332.1753 BAS s
RISK-ADJUSTED LENDING CONDITIONS: AN OPTION PRICING APPROACH
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. Prov…
- Edition
- -
- Call Number
- 332.1753 ROS r
CREDIT RISK MEASUREMENT IN AND OUT OF THE FINANCIAL CRISIS: NEW APPROACHES TO…
A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provide…
- Edition
- 3rd. ed.
- Call Number
- 332.1206 SAU c 3rd
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