The Banker's Handbook on Credit Risk: Implementing Basel II [With CDROM]

by Johnathan Mun and Morton Glantz

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...

• Format: Hardcover
• Language: English
• ISBN: 0123736668
• ISBN13: 9780123736666
• Release Date: May 2008
• Publisher: Academic Press
• Length: 420 Pages
• Weight: 2.17 lbs.
• Dimensions: 1.2" x 7.5" x 10.2"