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Martin Wolf

Modeling Credit Risk and Pricing Credit Derivatives

Ebook (PDF Format)

Inhaltsangabe:Abstract: Banks are financial intermediaries originating loans and consequently facing credit risk. Credit risk can be defined as the risk of losses caused by the default or by the deterioration in credit quality of a borrower. Default occurs when a borrower cannot meet his key financial obligations to pay principal and interest. Banks increasingly recognize the need to measure and manage the credit risk of the loans they have originated not only on a loan-by-loan basis but also on a portfolio basis. A precondition for diversification after the origination of the loans is their transferability. But as it is wellknown transferrin… Mehr

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Produktdetails


  • ISBN: 978-3-8324-4783-0
  • EAN: 9783832447830
  • Produktnummer: 15498760
  • Verlag: Diplom.de
  • Sprache: Englisch
  • Erscheinungsjahr: 2001
  • Seitenangabe: 142 S.
  • Plattform: PDF
  • Masse: 4'066 KB

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