Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives … * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition … and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and …

Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … Concentration Risk in Credit Portfolios -- Conclusion …

This book presents the state-of-the-art with respect to credit risk evaluation and pricing within the contemporary … global banking and financial system. It focuses on credit pricing in illiquid, liquid and hybrid markets. No one with any … connection to the credit management business will be able to do without it …

Die Zielgruppen Dozierende und Studierende der Wirtschaftswissenschaften mit Schwerpunkt Risk Management Praktiker in der …

lending, the scale of the online lending market, the basic business models in and a risk analysis of online lending, the …

Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a … managing credit risks, Active Credit Portfolio Management in practice and Hedging techniques and toolkits …

Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of … the constant reference to the implications of the financial crisis for credit risk management … the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and …