000 01360nam a2200169Ia 4500
020 _a978-8131401132
082 _a332.3 CRE
100 _aSilva, Amandio F C Da. Ed.
245 _aCredit risk models: new tools of credit risk management
260 _bICFAI University Press
_aHyderabad
_c2006
300 _avi, 249 p.
_b23 cm ; Pbk
500 _aRs.425/-
505 _aEvolution Of Credit Risk Models Credit Risk Models Applied Cases in Credit Risk Modeling
520 _aThe 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.
650 _aCredit scoring systems
_aCredit--Management
942 _cBK
999 _c98593
_d98593