Credit Risk Evaluation : Modeling - Analysis - Management

Name: Credit Risk Evaluation : Modeling - Analysis - Management
Creator: Wehrspohn, Uwe
Keywords: 330, 330 Economics

Other literature type, Doctoral thesis English OPEN

Wehrspohn, Uwe;

(2002)

Publisher: Heidelberg University Library

Identifiers: doi: 10.11588/heidok.00003104
Subject: 330 | 330 Economics

An analysis and further development of the building blocks of modern credit risk management: -Definitions of default -Estimation of default probabilities -Exposures -Recovery Rates -Pricing -Concepts of portfolio dependence -Time horizons for risk calculations -Quantifi... View more

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