| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781107146471 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Call number |
332.6015195 BA MA |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Bandyopadhyay, Arindam |
| TITLE STATEMENT |
|---|
| Title |
Managing portfolio credit risk in banks |
| Statement of responsibility, etc |
Arindam Bandyopadhyay |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
New York : |
| Publisher |
Cambridge University Press, |
| Date |
c2016. |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
xxvii, 361 p. : |
| Other Details |
ill. ; |
| Size |
24 cm. |
| CONTENTS |
|---|
| Contents |
Tables; figures; charts; Preface; Acknowledgements; Abbreviations; 1. Introduction to credit risk; 2. Credit rating models; 3. Approaches for measuring Probability of Default (PD); 4. Exposure at Default (EAD) and Loss Given Default (LGD); 5. Validation and stress testing of credit risk models; 6. Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation; 7. Economic capital and RAROC; 8. Basel II IRB approach of measuring credit risk regulatory capital; Index. |
| SUMMARY |
|---|
| Summary |
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Credit |
| General |
Management |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Risk management |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Banks and banking |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
|---|
| -- |
48938 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
17430 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
199 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
6853 |