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Credit Risk Management: basic concepts: financial risk components, rating analysis, models, economic and regulatory capital

Credit Risk Management: basic concepts: financial risk components, rating analysis, models, economic and regulatory capital
Credit Risk Management: basic concepts: financial risk components, rating analysis, models, economic and regulatory capital
Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.

The introduction of the recently suggested Basel II Capital Accord has raised many issues and concerns about how to appropriately manage credit risk. Managing credit risk is one of the next big challenges facing financial institutions. The importance and relevance of efficiently managing credit risk is evident from the huge investments that many financial institutions are making in this area, the booming credit industry in emerging economies (e.g. Brazil, China, India, ...), the many events (courses, seminars, workshops, ...) that are being organised on this topic, and the emergence of new academic journals and magazines in the field (e.g. Journal of Credit Risk, Journal of Risk Model Validation, Journal of Risk Management in Financial Institutions, ...).

Basic Concepts provides the introduction to the concepts, techniques, and practical examples to guide both young and experienced practitioners and academics in the fascinating, but complex world of risk modelling. Financial risk management, an area of increasing importance with the recent Basel II developments, is discussed in terms of practical business impact and the increasing profitability competition, laying the foundation for books II and III.

9780199545117
Oxford University Press
Van Gestel, Tony
e917bd96-d291-4132-958b-e54cb1b9eaf9
Baesens, Bart
f7c6496b-aa7f-4026-8616-ca61d9e216f0
Van Gestel, Tony
e917bd96-d291-4132-958b-e54cb1b9eaf9
Baesens, Bart
f7c6496b-aa7f-4026-8616-ca61d9e216f0

Van Gestel, Tony and Baesens, Bart (2008) Credit Risk Management: basic concepts: financial risk components, rating analysis, models, economic and regulatory capital , Oxford University Press

Record type: Book

Abstract

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.

The introduction of the recently suggested Basel II Capital Accord has raised many issues and concerns about how to appropriately manage credit risk. Managing credit risk is one of the next big challenges facing financial institutions. The importance and relevance of efficiently managing credit risk is evident from the huge investments that many financial institutions are making in this area, the booming credit industry in emerging economies (e.g. Brazil, China, India, ...), the many events (courses, seminars, workshops, ...) that are being organised on this topic, and the emergence of new academic journals and magazines in the field (e.g. Journal of Credit Risk, Journal of Risk Model Validation, Journal of Risk Management in Financial Institutions, ...).

Basic Concepts provides the introduction to the concepts, techniques, and practical examples to guide both young and experienced practitioners and academics in the fascinating, but complex world of risk modelling. Financial risk management, an area of increasing importance with the recent Basel II developments, is discussed in terms of practical business impact and the increasing profitability competition, laying the foundation for books II and III.

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More information

Published date: 23 October 2008

Identifiers

Local EPrints ID: 80432
URI: https://eprints.soton.ac.uk/id/eprint/80432
ISBN: 9780199545117
PURE UUID: d7137ad0-2a34-4f86-88fc-6712ea470311
ORCID for Bart Baesens: ORCID iD orcid.org/0000-0002-5831-5668

Catalogue record

Date deposited: 24 Mar 2010
Last modified: 25 Jul 2019 00:35

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Contributors

Author: Tony Van Gestel
Author: Bart Baesens ORCID iD

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