Basel III Credit Rating Systems : An Applied Guide to Quantitative and Qualitative Models PDF
by L. Izzi, G. Oricchio, L. Vitale
Part of the Finance and Capital Markets Series series
- Information
Description
The market turmoil and the new Basel III capital requirements are re-shaping the financial competitive landscape.
More than ever, banking competition is based on the ability to assess, to price and to manage the cost of credit risk.
Bankers are increasingly called to manage a process of analysis of the customer in a more structured way. This book is a comprehensive guide to quantitative and qualitative credit rating models and covers all loan portfolios (Corporate, Retail, Banks, Sovereign and Specialized Lending).The credit rating models are illustrated in great detail and are based on the best practices currently in use in large international banking groups.
The book also contains pricing tools for liquid and non-liquid markets and is one of the first books on credit risk management published since the crisis.
Information
-
Download Now
- Format:PDF
- Pages:368 pages, 72 black & white tables, 90 figures
- Publisher:Palgrave Macmillan
- Publication Date:16/12/2011
- Category:
- ISBN:9780230361188
Information
-
Download Now
- Format:PDF
- Pages:368 pages, 72 black & white tables, 90 figures
- Publisher:Palgrave Macmillan
- Publication Date:16/12/2011
- Category:
- ISBN:9780230361188
