书目详细信息
： Modelling economic capital :
书目信息 机读格式(MARC)
| ISBN： | 9783030950958 |
|---|---|
| 编目源： | ZTJCKT ZTJCKT |
| 个人名称： | Bolder, David, |
| 题名： | Modelling economic capital : practical credit-risk methodologies, applications, and implementation details / David Jamieson Bolder. |
| 索书号： | F830.2/B687E |
| 载体形态： | xxxi, 823 : illustrations (some color) ; 24 cm. |
| 书目附注： | Includes bibliographical references and indexes. |
| 格式化内容附注： | Chapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a Practical Model -- Chapter 3. Finding Model Parameters -- Chapter 4. Implementing The Model -- Part 2. Loan Pricing -- Chapter 5. Approximating Economic Capital -- Chapter 6. Loan Pricing -- Part 3. Modelling Expected Credit Loss -- Chapter 7. Default-Probability Fundamentals -- Chapter 8. Building Stress Scenarios -- Chapter 9. Computing Loan Impairments -- Part 4. Other Practical Topics -- Chapter 10. Measuring Derivative Exposure -- Chapter 11. Seeking External Comparison -- Chapter 12. Thoughts on Stress Testing. |