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Managing portfolio credit risk in ba...

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Bandyopadhyay, Arindam.

Managing portfolio credit risk in banks /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.1068/1
書名/作者:	Managing portfolio credit risk in banks // Arindam Bandyopadhyay.
作者:	Bandyopadhyay, Arindam.
出版者:	Dehli : : Cambridge University Press,, 2016.
面頁冊數:	xxvii, 361 p. : : ill. ;; 24 cm.
標題:	Credit - Management.
標題:	Risk management.
標題:	Banks and banking.
ISBN:	9781107146471 (hbk.) :
書目註:	Includes bibliographical references and index.
內容註:	Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index.
摘要、提要註:	"Attempts to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India"--

Managing portfolio credit risk in banks /
Bandyopadhyay, Arindam.

Managing portfolio credit risk in banks /Arindam Bandyopadhyay. - Dehli :Cambridge University Press,2016. - xxvii, 361 p. :ill. ;24 cm.

Includes bibliographical references and index.

Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index.

"Attempts to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India"--

ISBN: 9781107146471 (hbk.) :NTD 3,938

LCCN: 2016009597Subjects--Topical Terms:

381866
Credit
--Management.

LC Class. No.: HG3751 / .B364 2016

Dewey Class. No.: 332.1068/1

Managing portfolio credit risk in banks /
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010 $a 2016009597
020 $a 9781107146471 (hbk.) : $c NTD 3,938
040 $a DLC $b eng $c DLC $d DLC $d DYU
041 0 $a eng
050 0 0 $a HG3751 $b .B364 2016
082 0 0 $a 332.1068/1 $2 23
100 1 $a Bandyopadhyay, Arindam. $3 675826
245 1 0 $a Managing portfolio credit risk in banks / $c Arindam Bandyopadhyay.
260 $a Dehli : $b Cambridge University Press, $c 2016.
300 $a xxvii, 361 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references and index.
505 0 $a Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index.
520 $a "Attempts to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India"-- $c Provided by publisher.
650 0 $a Credit $x Management. $3 381866
650 0 $a Risk management. $3 226935
650 0 $a Banks and banking. $3 189644

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