Internal credit risk models : capital allocation and performance measurement

Author(s)

• Ong, Michael K.

Bibliographic Information

Internal credit risk models : capital allocation and performance measurement

Michael K. Ong

Risk Books, c1999

Note

Bibliography: p. 353-358

Includes index

Details

• NCID: BA4472646X
• ISBN:
  • 1899332030
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xx, 364 p.
• Size: 24 cm
• Classification:
  • DC21 : 332.7
• Subject Headings:
  • LCSH : Credit
  • LCSH : Risk management