The Resource Measuring and managing credit risk, Arnaud de Servigny, Olivier Renault

Measuring and managing credit risk, Arnaud de Servigny, Olivier Renault

Label
Measuring and managing credit risk
Title
Measuring and managing credit risk
Statement of responsibility
Arnaud de Servigny, Olivier Renault
Title variation
Standard and Poor's guide to measuring and managing credit risk
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
Dewey number
332.1/068/1
Illustrations
illustrations
Index
index present
LC call number
HG3751
LC item number
.S47 2004
Literary form
non fiction
Nature of contents
bibliography
Label
Measuring and managing credit risk, Arnaud de Servigny, Olivier Renault
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
Ch. 1. Credit, financial markets, and microeconomics -- Ch. 2. External and internal ratings -- Ch. 3. Default risk : quantitative methodologies -- Ch. 4. Loss given default -- Ch. 5. Default dependencies -- Ch. 6. Credit risk portfolio models -- Ch. 7. Credit risk management and strategic capital allocation -- Ch. 8. Yield spreads -- Ch. 9. Structured products and credit derivatives -- Ch. 10. Regulation
Control code
000024929167
Dimensions
24. cm
Extent
xi, 466 p.
Isbn
9780071417556
Isbn Type
(Hardcover : alk. paper)
Lccn
2003018949
Other physical details
ill.
http://library.link/vocab/recordID
.b20610695
System control number
  • 24929167lw
  • (OCoLC)52963309

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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