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Author Izzi, Luisa, 1970-

Title Basel III credit rating systems : an applied guide to quantitative and qualitative models / Luisa Izzi, Gianluca Oricchio and Laura Vitale.

Published Basingstoke, UK ; New York : Palgrave Macmillan, 2012.


Physical description xx, 344 p. : ill. ; 24 cm.
Series Palgrave Macmillan finance and capital markets series
Finance and capital markets.
Bibliography Includes bibliographical references (p. 339-342) and index.
Other author Vitale, Laura, 1972-
Oricchio, Gianluca, 1968-
Subject Basel III (2010)
Credit ratings -- Mathematical models.
Risk -- Mathematical models.
ISBN 9780230294240 (hbk.)
0230294243 (hbk.)