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Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms (Frontiers in Finance Series)

Anthony Saunders




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 | #2758023 in eBooks |  2008-05-02 |  2008-05-02 | File type: PDF

||0 of 0 people found the following review helpful.| Couldn't believe how quickly I got it excellent - this is my second and still very happy ...|By Customer|Couldn't believe how quickly I got it excellent - this is my second and still very happy with the first|26 of 29 people found the following review helpful.| Good intro, but not enough details|By A Customer|I have a copy of| |"Credit risk management and portfolio decisions on credit assets have become far more complex and controversial in recent years. Tony Saunders has written an important cogent summary and analysis of the various new models that have emerged in recent years to

The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional credit risk measurement methods has combined with regulations imposed by the Bank for International Settlements (BIS) in 1993 to send numerous financial institutions in search of alternative "internal model" approaches to measuring the credit risk of a loan or portfolio of loans. This has led to a raging debate over whether internal ...

You can specify the type of files you want, for your device.Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms (Frontiers in Finance Series)   |  Anthony Saunders. I was recommended this book by a dear friend of mine.

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