Credit risk measurement : new approaches to value at risk and other paradigms

Author(s)

• Saunders, Anthony
• Allen, Linda

Bibliographic Information

Credit risk measurement : new approaches to value at risk and other paradigms

Anthony Saunders, Linda Allen

John Wiley & Sons, c2002

2nd ed

Note

Bibliography: p. 258-275

Includes index

Details

• NCID: BA57714430
• ISBN:
  • 047121910X
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xiii, 319 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.5
  • LCC : HG1641
  • DC21 : 332.1/2/0684
• Subject Headings:
  • LCSH : Bank loans
  • LCSH : Bank management
  • LCSH : Credit -- Management
  • LCSH : Risk management