Concentration Risk in Credit Portfolios als eBook von
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| Preise | 2014 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|
| Schnitt | € 26,70 | € 24,64 | € 21,65 | € 16,99 | € 33,26 |
| Nachfrage |
1
Concentration Risk in Credit Portfolios
~EN NW EB DLISBN: 9783540708704 bzw. 3540708707, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Italien, Lagernd, zzgl. Versandkosten.
Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models. The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated. On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective, eBook.
Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models. The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated. On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective, eBook.
2
Concentration Risk in Credit Portfolios
~EN NW EB DLISBN: 9783540708704 bzw. 3540708707, vermutlich in Englisch, Springer Berlin Heidelberg, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Concentration Risk in Credit Portfolios: Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models. The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated. On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective, Englisch, Ebook.
Concentration Risk in Credit Portfolios: Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models. The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated. On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective, Englisch, Ebook.
3
Concentration Risk in Credit Portfolios (EAA Series) (2008)
EN NW EB DLISBN: 9783540708704 bzw. 3540708707, in Englisch, 226 Seiten, 2009. Ausgabe, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download, Versandkostenfrei.
Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models. The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated. On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective, Kindle Edition, Ausgabe: 2009, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2008-09-30, Freigegeben: 2008-09-30, Studio: Springer.
Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go beyond the very basic portfolio credit risk models. The book gives an introduction to credit risk modeling with the aim to measure concentration risks in credit portfolios. Taking the basic principles of credit risk in general as a starting point, several industry models are studied. These allow banks to compute a probability distribution of credit losses at the portfolio level. Besides these industry models the Internal Ratings Based model, on which Basel II is based, is treated. On the basis of these models various methods for the quantification of name and sector concentration risk and the treatment of default contagion are discussed. The book reflects current research in these areas from both an academic and a supervisory perspective, Kindle Edition, Ausgabe: 2009, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2008-09-30, Freigegeben: 2008-09-30, Studio: Springer.
4
Concentration Risk in Credit Portfolios
EN NW EB DLISBN: 9783540708704 bzw. 3540708707, in Englisch, Physica-Verlag HD, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Despatched same working day before 3pm.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
Concentration Risk in Credit Portfolios
EN NW EB DLISBN: 9783540708704 bzw. 3540708707, in Englisch, Springer, Berlin/Heidelberg, Deutschland, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
Concentration Risk in Credit Portfolios
DE NWISBN: 9783540708704 bzw. 3540708707, in Deutsch, Springer, Berlin/Heidelberg, Deutschland, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Concentration Risk in Credit Portfolios ab 25.49 € als pdf eBook: . Aus dem Bereich: eBooks, Belletristik, Erzählungen,.
Concentration Risk in Credit Portfolios ab 25.49 € als pdf eBook: . Aus dem Bereich: eBooks, Belletristik, Erzählungen,.
7
Concentration Risk in Credit Portfolios als eBook von Eva Lütkebohmert
DE NWISBN: 9783540708704 bzw. 3540708707, in Deutsch, Springer Berlin Heidelberg, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Concentration Risk in Credit Portfolios ab 25.49 EURO.
Concentration Risk in Credit Portfolios ab 25.49 EURO.
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