UID:
almafu_9959329174902883
Format:
1 online resource (xxix, 610 pages) :
,
illustrations
ISBN:
9781118266830
,
1118266838
,
9780470455111
,
047045511X
,
9780470455128
,
0470455128
,
9780470454824
,
0470454822
,
0470080183
,
9780470080184
Content:
State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis. Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the.
Note:
Series from cover.
,
Active Credit Portfolio Management in Practice; Contents; Foreword; Preface; Acknowledgments; Chapter 1: The Framework: Definitions and Concepts; Chapter 2: ACPM in Practice; Chapter 3: Structural Models; Chapter 4: Econometric Models; Chapter 5: Loss Given Default; Chapter 6: Reduced-Form Models; Chapter 7: PD Model Validation; Chapter 8: Portfolio Models; Chapter 9: Building a Better Bank; References; About the Authors; Index.
Additional Edition:
Print version: Bohn, Jeffrey R., 1967- Active credit portfolio management in practice. Hoboken, N.J. : Wiley, ©2009 ISBN 9780470080184
Additional Edition:
ISBN 0470080183
Language:
English
Subjects:
Economics
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118266830
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118266830
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118266830
