Credit Risk Evaluation : Modeling - Analysis - Management

Doctoral thesis English OPEN
Wehrspohn, Uwe;
(2002)
  • 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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