Retail credit risk management

著者

    • Anolli, Mario
    • Beccalli, Elena
    • Giordani, Tommaso

書誌事項

Retail credit risk management

edited by Mario Anolli, Elena Beccalli and Tommaso Giordani

（Palgrave Macmillan studies in banking and financial institutions）

Palgrave Macmillan, 2013

大学図書館所蔵 件 / 全4件

この図書・雑誌をさがす

注記

Includes bibliographical references and index

内容説明・目次

内容説明

Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management.

目次

  • List of Tables List of Figures Notes on Contributors PART 1 REGULATORY FRAMEWORK Introduction
  • Anolli, M., Beccalli, E. PART 2 RISK TAKING: MEASUREMENT, PRICING AND MANAGEMENT The Ever-evolving Basel Accord
  • Guadalupi, D. Private Individuals: Credit Risk Modeling
  • Giannasca, C., Giordani, T. SMEs: Credit Risk Modeling
  • Giovannini, E. The Critical Model Parameter: LGD
  • Alghisi Manganello, E., Leucari, V. Model Validation
  • Arfe, A., Gianturco, P. Risk Adjusted Performance Measures
  • Anolli, M. PART 3 PORTFOLIO CREDIT RISK: MEASUREMENT AND MANAGEMENT Portfolio Credit Risk Modeling
  • Bocchi, L., Bellini, T. Stress Testing, Capital Planning, and Risk Integration
  • Bellini, T, Bocchi, L. Portfolio Management
  • Giordani, T., Giannasca, C. PART 4 OPERATIONAL IMPLICATION IT Systems for Credit Risk Management
  • Traversini, R., Marmonti, A. A New Retail Credit Risk Management Approach to Cope with the Crisis
  • Merlin, F.

「Nielsen BookData」 より

関連文献： 1件中  1-1を表示

詳細情報

ページトップへ