Internal Credit Risk Models: Capital Allocation and Performance Measurement PDF
343 Pages·1999·2.706 MB·English
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Description:
This work provides a practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management. Topics covered include: default probabilities; expected and unexpected losses; time effects; default correlations; and loss distributions.
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.
