Книги
Managing Credit Risk
Chorafas, D.N. Managing Credit Risk. Vol. 1. Analysing, rating and pricing the probability of default / D.N. Chorafas. — London : Euromoney Books, 2000. — 230 p.. — . Управление кредитными рисками. Т. 1: Анализ, рейтинг и оценка вероятности наступления дефолта.. — 5912.00 р.
Chorafas, D.N., (2000), Managing Credit Risk, London: Euromoney Books, 2000, 230 p., GB.
Chorafas D N. Managing Credit Risk. London: Euromoney Books; 2000. 230 p.
Аннотация
This book examines best and worst practice in the evaluation and management of credit risk, analysing how credit risk is connected to market risk through trigger events. It is the first of a two volume set which discusses the different techniques that can be used to quantify and optimise credit risk management, evaluating their uses, limitations and solutions.
Рекомендовано к ознакомлению
- 1. Chorafas, D.N. Managing Credit Risk / D.N. Chorafas. — London : Euromoney Books, 2000. — 224 p.
- 2. Chorafas, D.N. Globales Risikomanagement in Finanzinstitutionen / D.N. Chorafas. — Wiesbaden : Gabler, 1992. — 498 p.
- 3. Chorafas, D.N. Derivative Financial Instruments / D.N. Chorafas. — Dublin : Lafferty Publications Ltd, 1995. — 254 p.
- 4. Caouette, J.B. Managing Credit Risk / J.B. Caouette, E.I. Altman, P. Narayanan. — New York : J.Wiley & Sons, 1998. — 452 p.
- 5. L'Anson, K. Bank and Country Risk Analysis / K. L'Anson, A. Fight, P. Vandenbroucke. — London : Euromoney Institutional Investor PLC, Б.г.. — 50 p.
- 6. Guide to the European Rating Market: Overview over the Market, its Players and the Legal Framework / Ratingplatform. — copy for Central Bank of Russia, date of draft September 17th, 2014. — Vienna : Ratingplatform, 2014. — 78 с.
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- 8. Coyle, B. Measuring Credit Risk / B. Coyle. — Chicago : Glenlake Publishing Company, Ltd, 2000. — 132 p.
- 9. Ковалев, П.П. Методы банковского риск-менеджмента на этапе идентификации и оценки последствий от наступления кредитных рисков / П.П. Ковалев // Банковские услуги. — Москва, 2006 — N5. — 29-39.
- 10. l'Anson, K. Bank and Country Risk Analysis / K. l'Anson, A. Fight, P. Vandenbroucke. — London : Euromoney Institutional Investor PLC, Б.г.. — 38 p.
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