Credit risk models and the Basel Accords /

By:

Deventer, Donald R. van

Contributor(s):

Imai, Kenji

Material type: Text

TextPublication details: Singapore ; Hoboken, NJ : John Wiley & Sons (Asia), 2003.Description: 270 pISBN:

0470820918
9780470820919

Subject(s):

DDC classification:

332.7'01'1 DEV

LOC classification:

HG3751 .D48 2003

Online resources:

Summary: 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.

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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	332.7'01'1 DEV (Browse shelf(Opens below))	c.1	Available	31008100385885
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.7'01'1 DEV (Browse shelf(Opens below))	c. 1	Available	31008100631213
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.7'01'1 DEV (Browse shelf(Opens below))	1	Available	31008100082938
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.7'01'1 DEV (Browse shelf(Opens below))	2	Available	31008100082946
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks		332.7'01'1 DEV (Browse shelf(Opens below))		Available	31008100677315
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	332.7'01'1 DEV (Browse shelf(Opens below))	c.1	Available	31008100654959
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.7'01'1 DEV (Browse shelf(Opens below))		Available	31008100692991

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Previous	332.67'322 FIS Fiscal incentives for investment and innovation /	332.6'78 KIN Low risk profits in high risk times /	332.67'8 MON Little book of behavioral investing :	332.7'01'1 DEV Credit risk models and the Basel Accords /	332.71'09669 AGR Agricultural credit and finance in Nigeria :	332.71'09669 AGR Agricultural credit and finance in Nigeria :	332.7'22'03 GUT The mortgage encyclopedia :	Next

Includes bibliographical references and index.

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.

rpm 15/08/16

Loans

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