Credit Risk Models and the Basel Accords: The Theory and Practice of the Merton Credit Model (Wiley Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

Credit Risk Models and the Basel Accords: The Theory and Practice of the Merton Credit Model (Wiley Finance) Book

Assesses the ability of credit models to evaluate collateralized debt obligations loan commitments collateralized loans and retail and small business loan portfolios. This book reviews the objectives of the credit risk management process introduces the theory of the Merton and reduced form credit models and shows how the models can be used.Read More

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  • Blackwell

    How to manage credit risk through the understanding and implementation of the Merton credit modelIn this invaluable resource, credit modeling is approached from a practical bankers point of view, using the history of the Merton credit model as an...

  • Pickabook

    Donald R.Van Deventer, Kenji Imai

  • 0470820918
  • 9780470820919
  • Donald van Deventer, Kenji Imai
  • 10 June 2003
  • John Wiley & Sons
  • Hardcover (Book)
  • 270
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