Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance - Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia) - Boeken - Elsevier Science Publishing Co Inc - 9780123736833 - 1 december 2008
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Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance

Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia)

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

Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is credit migrations.


280 pages, Illustrated

Media Boeken     Hardcover Book   (Boek met harde rug en kaft)
Vrijgegeven 1 december 2008
Datum oorspronkelijke uitgave 2009
ISBN13 9780123736833
Uitgevers Elsevier Science Publishing Co Inc
Pagina's 280
Afmetingen 160 × 239 × 21 mm   ·   580 g