Credit Risk Management

DOI10.1093/ACPROF:OSO/9780199545117.001.0001MaRDI QIDQ3545208zbMATH OpenOpenAlexFDO

Authors Bart Baesens, Tony van Gestel, Lyn C. Thomas

Publication date 10 December 2008

Full work available at URL https://doi.org/10.1093/acprof:oso/9780199545117.001.0001

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Credit risk. Measurement, evaluation and management
• Risk management in credit portfolios. Concentration risk and Basel II.
• Quantitative risk management. Concepts, techniques and tools
• Recent Advances in Credit Risk Management
• Concentration Risk in Credit Portfolios

Cited in

(5)

• Recent Advances in Credit Risk Management
• Basel II -- achievements and challenges
• Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
• Defining and comparing SICR-events for classifying impaired loans under IFRS 9
• Risk management in credit portfolios. Concentration risk and Basel II.

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