Credit risk measurement : new approaches to value at risk and other paradigms /

By:

Saunders, Anthony

Contributor(s):

Allen, Linda

Material type: Text

TextPublication details: New York : John Wiley, c2002.Edition: 2nd edDescription: xiii, 319 pISBN:

047121910X (cloth : alk. paper)

Subject(s):

DDC classification:

332.1'2'0684 SAU

LOC classification:

HG1641 .S33 2002

Online resources:

Summary: This book follows a ''building block'' approach. Chapter 1 provides the motivation for the recent growth of the new credit risk models. Chapter 2 briefly overviews traditional models of credit risk measurement. Chapter 3 through 8 examine the approaches of the new models to evaluating individual borrower(or counterparty) credit risk and to the valuation of individual loans.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	332.1'2'0684 SAU (Browse shelf(Opens below))	c.1	Available	31008100386123
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.1'2'0684 SAU (Browse shelf(Opens below))	c. 1	Available	31008100634605
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.1'20684 SAU (Browse shelf(Opens below))	c.1	Available	31008100033048
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.1'20684 SAU (Browse shelf(Opens below))	c.2	Available	31008100033055
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks	Non-fiction	332.1'2'0684 SAU (Browse shelf(Opens below))	c.1	Available	31008100730692
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.1'2'0684 SAU (Browse shelf(Opens below))	c.1	Available	31008100697842
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.1'2'0684 SAU (Browse shelf(Opens below))	c.1	Available	31008100708649

Browsing CBN IBADAN BRANCH LIBRARY shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)

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Previous	332.1'13 INT Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds /	332.1'14 OPE Open market operations and financial markets /	332.12068'1 GUP Commercial banking :	332.1'2'0684 SAU Credit risk measurement :	332.1'5 CHO Basel III, the Devil and global banking /	332.1'5 DON International lending by commercial banks /	332.1'5 LES The international banking system :	Next

Includes bibliographical references (p. 258-275) and index.

This book follows a ''building block'' approach. Chapter 1 provides the motivation for the recent growth of the new credit risk models. Chapter 2 briefly overviews traditional models of credit risk measurement. Chapter 3 through 8 examine the approaches of the new models to evaluating individual borrower(or counterparty) credit risk and to the valuation of individual loans.

gau 30/04/14

Loans

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