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Managing portfolio credit risk in banks /
"Attempts to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India"--
| Hovedforfatter: | |
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| Format: | Printed Book |
| Udgivet: |
New Delhi:
Cambridge University Press
2016.
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| Fag: | |
| Online adgang: | https://www.cambridge.org/core/books/managing-portfolio-credit-risk-in-banks/CCA56DFE92A48E8AFE9705E875DEC814 |
| LEADER | 01549cam a2200217 i 4500 | ||
|---|---|---|---|
| 999 | |c 158038 |d 158034 | ||
| 020 | |a 9781107146471 (hardback : alk. paper) | ||
| 082 | 0 | 0 | |a 332.106 81 |b Q6 |
| 100 | 1 | |a Arindam Bandyopadhyay |9 86987 | |
| 245 | 1 | 0 | |a Managing portfolio credit risk in banks / |c Arindam Bandyopadhyay |
| 260 | |a New Delhi: |b Cambridge University Press |c 2016. | ||
| 300 | |a xiv, 361 p. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index. | |
| 520 | |a "Attempts to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India"-- | ||
| 650 | 0 | |a Credit |9 86988 | |
| 650 | 0 | |a Risk management. |9 86989 | |
| 650 | 0 | |a Banks and banking. |9 86990 | |
| 856 | |u https://www.cambridge.org/core/books/managing-portfolio-credit-risk-in-banks/CCA56DFE92A48E8AFE9705E875DEC814 | ||
| 942 | |c BK | ||
| 952 | |0 0 |1 0 |4 0 |6 332_106000000000000_81_Q6 |7 0 |9 156495 |a MGUL |b MGUL |c GEN |d 2018-05-05 |e Calicut Book Distributors |g 975.00 |l 0 |o 332.106 81 Q6 |p 59338 |r 2018-05-05 |w 2018-05-05 |y BK | ||