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Cover Art
Author Cossin, Didier.

Title Advanced credit risk analysis : financial approaches and mathematical models to assess, price, and manage credit risk / Didier Cossin and Hughes Pirotte.

Published Chichester : Wiley, [2001]


Location Call No. Status
 UniM Giblin Eunson  332.7 COSS    AVAILABLE
Physical description xiii, 357 pages : illustrations25 cm.
Series Wiley series in financial engineering.
Wiley series in financial engineering.
Bibliography Includes bibliographical references and index.
Summary Traditionally, investment and retail banks managed credit risk by setting credit limits. But as financial instruments become more and more complex, traditional credit risk management techniques fall short of the task. Investment and retail banks everywhere are scrambling for up-to-the-minute information on the new generation of credit risk management techniques. Advanced Credit Risk Analysis explores the latest thinking and practices worldwide in the areas of credit risk pricing and management.-- Arms finance professionals with detailed technical information on cutting-edge credit risk mathematical modeling techniques
Other author Pirotte, Hugues.
Subject Credit -- Management.
Risk management.
Business enterprises -- Finance.
ISBN 0471987239 No price
0471987239 (cased)