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Search - Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices (Academic Press Advanced Finance)

Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices (Academic Press Advanced Finance)
Rating Based Modeling of Credit Risk Theory and Application of Migration Matrices - Academic Press Advanced Finance
Author: Stefan Trueck, Svetlozar T. Rachev
In the last decade rating-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 ba...  more »
ISBN-13: 9780123736833
ISBN-10: 0123736838
Publication Date: 12/22/2008
Pages: 280
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Publisher: Academic Press
Book Type: Hardcover
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