Internal credit risk models : capital allocation and performance measurement
Michael K. Ong
| Year of publication: |
2000 ; Reprint.
|
|---|---|
| Authors: | Ong, Michael K. |
| Publisher: |
London : Risk Books |
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Bank | Modell |
| Extent: | XX, 364 S. graph. Darst. 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Fachkunde |
| Language: | English |
| Notes: | Includes bibliographical references (p. 53 - 58) and index |
| ISBN: | 1-899332-03-0 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001548999