Internal Credit Risk Models: Capital Allocation and Performance Measurement
Book Details
Author(s)
Michael K. Ong
Publisher
Risk Publications
ISBN / ASIN
1899332030
ISBN-13
9781899332038
Availability
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Sales Rank
#1,619,728
Marketplace
United States 🇺🇸
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Description
This work provides a practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management. Topics covered include: default probabilities; expected and unexpected losses; time effects; default correlations; and loss distributions.
