Credit Risk Measurement
New Approaches to Value at Risk and Other Paradigms
In den letzten Jahren haben Banken, Wissenschaftler und Kontrollinstanzen viel Zeit und Mühe in die Entwicklung neuer Ansätze zu Risikomessung und -management investiert. Kreditrisikomanagement - aktuell ein brandheißes Thema in der Finanzwelt - ist das Ergebnis einer aggressiven Entwicklung neuer Techniken. Der Autor, Herausgeber von zwei Fachzeitschriften, hat einen aktuellen Überblick über viele dieser neuen Kreditrisikomodelle zusammengestellt, wobei der Schwerpunkt auf der technischen Seite liegt. (07/99)
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Produktdetails
- ISBN: 978-0-471-35084-2
- EAN: 9780471350842
- Produktnummer: 9116197
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 1999
- Seitenangabe: 240 S.
- Masse: H22.4 cm x B17.1 cm x D2.2 cm 510 g
- Gewicht: 510
Über den Autor
ANTHONY SAUNDERS is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors and the Council of Research Advisors for the Federal National Mortgage Association. He is the Editor of the Journal of Banking and Finance and the Journal of Financial Markets, Instruments, and Institutions.
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