Risk management in credit portfolios : concentration risk and Basel II

Author(s)

• Hibbeln, Martin

Bibliographic Information

Risk management in credit portfolios : concentration risk and Basel II

Martin Hibbeln

（Contributions to economics）

Physica, c2010

Note

Bibliography: p. 241-247

• NCID: BB05896627
• ISBN:
  • 9783790826067
• LCCN: 2010934124
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Heidelberg
• Pages/Volumes: xx, 247 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.7015195
• Subject Headings:
  • LCSH : Basel II, (2004)
  • LCSH : Credit control -- Methodology
  • LCSH : Portfolio management
  • LCSH : Credit ratings -- Mathematical models
  • LCSH : Risk management
• Parent Bibliography ID:
  • BA07780590