Internal Credit Risk Models: Capital Allocation and Performance Measurement

By MICHAEL, K ONG and Michael K. Ong

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1899332030
• ISBN13: 9781899332038
• Release Date: January 1999
• Publisher: Risk Publications
• Length: 372 Pages
• Weight: 1.88 lbs.
• Dimensions: 9.3" x 1.0" x 6.1"