Risk Management in Credit Portfolios
Hibbeln, Martin
Produktnummer:
188513967969c14bdaa7d07c3e70d46cdb
| Autor: | Hibbeln, Martin |
|---|---|
| Themengebiete: | Banking Basel II Credit Risk Portfolio RM Risk Management Risk Measurement quantitative finance |
| Veröffentlichungsdatum: | 06.11.2012 |
| EAN: | 9783790828269 |
| Sprache: | Englisch |
| Seitenzahl: | 248 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Physica |
| Untertitel: | Concentration Risk and Basel II |
Produktinformationen "Risk Management in Credit Portfolios"
Risk concentrations play a crucial role for the survival of individual banks and for the stability of the whole banking system. Thus, it is important from an economical and a regulatory perspective to properly measure and manage these concentrations. In this book, the impact of credit concentrations on portfolio risk is analyzed for different portfolio types and it is determined, in which cases the influence of concentration risk has to be taken into account. Furthermore, some models for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared. Beyond that, this book integrates economical and regulatory aspects of concentration risk and seeks to provide a systematic way to get familiar with the topic of concentration risk from the basics of credit risk modeling to present research in the measurement and management of credit risk concentrations.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen