"Thepractice of quantitative risk management has reached unprecedented levels of refinement.The pricing, the assessment of risk as well as the computation of the capitalrequirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...

The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced...

Intro -- Acknowledgement -- Contents -- List of Figures -- List of Tables -- Variables -- Abbreviations -- 1 Introduction -- 2 Institutional Background and Data -- 3 Economies of Scope in ConsumerCredit9 -- 4 Credit Card Systems - US versus EU style -- 5 Unbiased Exposure at Default Modeling48...