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Active credit portfolio management in practice

Author: Jeffrey R Bohn; Roger M Stein
Publisher: Hoboken, N.J. : Wiley, ©2009.
Series: Wiley finance series.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis Filled with in-depth insights and expert advice, Active  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jeffrey R Bohn; Roger M Stein
ISBN: 9780470080184 0470080183
OCLC Number: 166359149
Notes: Series from jacket.
Description: xxix, 610 pages : illustrations ; 24 cm.
Contents: The framework : definitions and concepts --
ACPM in practice --
Structural models --
Econometric models --
Loss given default --
Reducef-form models --
PD model validation --
Portfolio models --
Building a better bank : a case study.
Series Title: Wiley finance series.
Responsibility: Jeffrey R. Bohn, Roger M. Stein.
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