Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices (Academic Press Advanced Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices (Academic Press Advanced Finance) Book

Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is credit migrations.Read More

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  • Pickabook

    Stefan Trueck, Svetlozar T. Rachev

  • 0123736838
  • 9780123736833
  • Stefan Trueck, Svetlozar T. Rachev
  • 15 January 2009
  • Academic Press
  • Hardcover (Book)
  • 280
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