Credit risk models: new tools of credit risk management

By:

Silva, Amandio F C Da. Ed

Material type: Text

TextPublication details: ICFAI University Press Hyderabad 2006Description: vi, 249 p. 23 cm ; PbkISBN:

978-8131401132

Subject(s):

Credit scoring systems Credit--Management

DDC classification:

332.3 CRE

Contents:

Evolution Of Credit Risk Models Credit Risk Models Applied Cases in Credit Risk Modeling

Summary: The new tools of credit risk management??credit risk models??calculate the probability of default or rating downgrade, or both, and the likely amount that can be recovered after the default event takes place. This book is divided into three parts: Part I discusses the evolution of credit risk models; Part II throws light on various credit risk models and their detailed working; and Part III comprises case studies on credit risk modeling. The focus of this book is on methods of tackling credit risk management internally through scientific means. It lays emphasis on the fact that these models are gaining ground due to increasing competition and global expansion. The book suggests that India and China can benefit from using such models to reduce their banking losses and improve their overall performance.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.3 CRE (Browse shelf(Opens below))	Available		40224

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Rs.425/-

Evolution Of Credit Risk Models
Credit Risk Models
Applied Cases in Credit Risk Modeling

The new tools of credit risk management??credit risk models??calculate the probability of default or rating downgrade, or both, and the likely amount that can be recovered after the default event takes place. This book is divided into three parts: Part I discusses the evolution of credit risk models; Part II throws light on various credit risk models and their detailed working; and Part III comprises case studies on credit risk modeling. The focus of this book is on methods of tackling credit risk management internally through scientific means. It lays emphasis on the fact that these models are gaining ground due to increasing competition and global expansion. The book suggests that India and China can benefit from using such models to reduce their banking losses and improve their overall performance.

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