Recent Advances in Credit Risk Management

DOI10.1007/978-3-7908-2050-8_10zbMATH Open1154.91497OpenAlexW7162431MaRDI QIDQ3606100FDOQ3606100

Authors: Frances Cowell, Borjana Racheva, Stefan Trück 

Publication date: 26 February 2009

Published in: Contributions to Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2050-8_10

Recommendations

• Recent developments in consumer credit risk assessment
• Credit risk. Measurement, evaluation and management
• scientific article; zbMATH DE number 5309345
• Credit risk management: a multicriteria approach to assess creditworthiness
• scientific article; zbMATH DE number 2096687
• Credit Risk Modeling
• Reliable quantification and efficient estimation of credit risk
• Credit risk: Modelling, valuation and hedging
• Credit Risk Management
• Assessing and managing credit risk in retail financial services

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cites Work

• Coherent measures of risk
• Title not available (Why is that?)
• Stable Paretian models in finance
• Title not available (Why is that?)
• Title not available (Why is that?)
• DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
• Stable ETL Optimal Portfolios and Extreme Risk Management

Cited In (4)

• Credit risk management: a multicriteria approach to assess creditworthiness
• Regulatory capital modeling for credit risk
• Credit Risk Management
• Assessing and managing credit risk in retail financial services

This page was built for publication: Recent Advances in Credit Risk Management

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3606100)