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 …

grade borrowers, special purpose entities and asset and project based credit risks. It includes discussion of security, due …

1990s, namely, the credit crunch and evergreening, i.e., inefficient additional lending. A credit crunch occurs when banks …This book theoretically and empirically explores why Japanese banks engaged in seemingly contradictory behaviors in the … are unwilling to finance good and efficient projects. Evergreening implies that banks reluctantly lend additional money to …

Bank- und Versicherungswirtschaft Die Autorin Johanna Eckert promoviert als wissenschaftliche Mitarbeiterin am Lehrstuhl …

implements his approach using credit default swap data …

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 …