Credit Risk Management & Basel II

This book looks at bank credit risk management in a Basel II framework. Topics include credit ratings, credit scoring, structural and reduced form models, portfolio credit risk models, validation, data and software. The writing is poor, and  the technical level not nearly high enough for the subject matter ...

For similar books, see sections:

Other Topics - Regulation

Risk Management - Credit Risk

Financial Engineering - Pricing Credit Risk

Markets - Credit Derivative, CDO

Markets - Derivatives

Markets - Money Market, FX

Markets - MBS, ABS

Markets - Repo, Security Lending

Markets - Structured Finance

Markets - Syndicated Loans

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