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Ebook Rating based modeling of credit risk: Theory and application of migration matrices

Ebook present the content: based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated credit risk models are being developed or demanded by banks to assess the risk of their credit portfolio better by recognizing the different underlying sources...

Từ khóa: Financial and regulatory contexts, Asset and risk management, Underlying theories of asset management, Risk management, Asset management and risk management

256 p tailieu_itc 19/08/2019 137 0

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