Deventer Donald R.Van, Imai Kenji:
Credit Risk Models And The Basel Accords

The Theory And Practice Of The Merton Credit Model

John Wiley And Sons Ltd (Singapore), 2003
Hardback, 300 pages
Size: 237x164 mm
ISBN: 9780470820919
ISBN-10: 0470820918

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Credit Risk Models And The Basel Accords

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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Donald R.Van Deventer
Kenji Imai
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
John Wiley And Sons Ltd

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Donald R.Van Deventer
Kenji Imai
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