|
| Título : |
Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms |
| Tipo de documento: |
texto impreso |
| Autores: |
Anthony Saunders, Autor ; Linda Allen, Autor |
| Mención de edición: |
3rd ed |
| Editorial: |
New York ; Chichester ; Hoboken : John Wiley & Sons |
| Fecha de publicación: |
2010 |
| Colección: |
Wiley finance series |
| Número de páginas: |
XVI, 380 p. |
| Il.: |
gráf., tablas |
| Dimensiones: |
24 cm |
| ISBN/ISSN/DL: |
978-0-470-47834-9 |
| Idioma : |
Inglés (eng) |
| Materias: |
Crisis financiera
Riesgo del crédito
Riesgo financiero
|
| Clasificación: |
658.011.3 Gestión del riesgo. Evaluación de riesgos. Respuesta a los riesgos |
| Resumen: |
Dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis. It addresses everything from the implications of new regulations to how the new rules will change everyday activity in the finance industry. It also provides techniques for modeling-credit scoring, structural, and reduced form models-while offering sound advice for stress testing credit risk models and when to accept or reject loans. Breaks down the latest credit risk measurement and modeling techniques and simplifies many of the technical and analytical details surrounding them. Concentrates on the underlying economics to objectively evaluate new models. Includes new chapters on how to prevent another crisis from occurring. |
| Nota de contenido: |
Bibliografía e índice. |
| Link: |
https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=23314 |
Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms [texto impreso] / Anthony Saunders, Autor ; Linda Allen, Autor . - 3rd ed . - New York ; Chichester ; Hoboken : John Wiley & Sons, 2010 . - XVI, 380 p. : gráf., tablas ; 24 cm. - ( Wiley finance series) . ISBN : 978-0-470-47834-9 Idioma : Inglés ( eng)
| Materias: |
Crisis financiera
Riesgo del crédito
Riesgo financiero
|
| Clasificación: |
658.011.3 Gestión del riesgo. Evaluación de riesgos. Respuesta a los riesgos |
| Resumen: |
Dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis. It addresses everything from the implications of new regulations to how the new rules will change everyday activity in the finance industry. It also provides techniques for modeling-credit scoring, structural, and reduced form models-while offering sound advice for stress testing credit risk models and when to accept or reject loans. Breaks down the latest credit risk measurement and modeling techniques and simplifies many of the technical and analytical details surrounding them. Concentrates on the underlying economics to objectively evaluate new models. Includes new chapters on how to prevent another crisis from occurring. |
| Nota de contenido: |
Bibliografía e índice. |
| Link: |
https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=23314 |
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