Credit Risk Measurement

Credit Risk Measurement

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In Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms, Anthony Saunders not only simplifies many of the technical details and analytics surrounding internal models, but concentrates on their underlying economics and economic intuition. Professor Saunders examines the approaches of these new models to the evaluation of individual borrower credit risk, portfolio credit risk, and derivative contracts.In Credit Risk Measurement: New Approaches to Value-at-Risk and Other Paradigms, Anthony Saunders not only simplifies many of the technical details and analytics surrounding internal models, but concentrates on their underlying economics ...


Title:Credit Risk Measurement
Author: Anthony Saunders
Publisher:John Wiley & Sons - 1999-07-02
ISBN-13:

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