Login

Hibbeln, Martin

Risk Management in Credit Portfolios

Hibbeln, Martin - Risk Management in Credit Portfolios, ebook

124,00€

Ebook, PDF with Adobe DRM
ISBN: 9783790826074
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

1. Introduction
Martin Hibbeln

2. Credit Risk Measurement in the Context of Basel II
Martin Hibbeln

3. Concentration Risk in Credit Portfolios and Its Treatment Under Basel II
Martin Hibbeln

4. Model-Based Measurement of Name Concentration Risk in Credit Portfolios
Martin Hibbeln

5. Model-Based Measurement of Sector Concentration Risk in Credit Portfolios
Martin Hibbeln

6. Conclusion
Martin Hibbeln

Keywords: Economics/Management Science, Finance /Banking, Financial Economics, Quantitative Finance

Author(s)
Publisher
Springer
Publication year
2010
Language
en
Edition
1
Series
Contributions to Economics
Page amount
20 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9783790826074

Similar titles