Credit Risk Management

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

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

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 (2)

• Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
• Recent Advances in Credit Risk Management

   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 👍 👎

This page was built for publication: Credit Risk Management

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3545208)