Credit Risk Management

Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Authors: Tony Van Gestel, Bart Baesens
Publisher: Oxford University Press
Get it on: Amazon
ISBN-13: 978-0199545117 | ISBN-10: 0199545111

Get an overview of everything that should be considered when undertaking credit risk management

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.