The banker's handbook on credit risk : implementing Basel II / / Morton Glantz, Johnathan Mun

• Record Nr.: UNINA9910511508303321
• Autore: Glantz Morton
• Pubbl/distr/stampa: Amsterdam ; ; Boston, : Academic Press/Elsevier, c2008
• ISBN: 1-281-27939-0; 9786611279394; 0-08-057005-4
• Descrizione fisica: 1 online resource (433 p.)
• Altri autori (Persone): MunJohnathan
• Disciplina: 332.1068; 332.1068 22
• Soggetti: Bank loans - Management; Asset-liability management; Credit analysis; Banks and banking - Risk management
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Front cover
• Sommario/riassunto: The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a ""new tools"" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-base