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
List price: £70.00
You save: 25%
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.

