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Credit Risk Management

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Publication:3545208
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DOI10.1093/ACPROF:OSO/9780199545117.001.0001zbMATH Open1151.91301OpenAlexW2497438071MaRDI QIDQ3545208FDOQ3545208


Authors: Bart Baesens, Tony van Gestel, Lyn C. Thomas Edit this on Wikidata


Publication date: 10 December 2008


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




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Mathematics Subject Classification ID

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



Cited In (4)

  • Risk management in credit portfolios. Concentration risk and Basel II.
  • Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
  • Basel II -- achievements and challenges
  • Recent Advances in Credit Risk Management





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