Assessing and managing credit risk in retail financial services

DOI10.1093/IMAMAN/12.2.127MaRDI QIDQ4532791zbMATH OpenOpenAlexFDO

Authors Mark Robson, Victoria Saporta

Publication date 24 July 2002

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imaman/12.2.127

zbMATH Keywords

credit riskbanking supervisionbased capital accordIRB approachminimum capital

Mathematics Subject Classification ID

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(7)

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• Quantitative credit risk monitoring using purchase order information
• Editorial (Issue 2)
• Credit risk assessment: a challenge for financial institutions
• Recent Advances in Credit Risk Management
• The development of a simple and intuitive rating system under Solvency II
• Recent developments in consumer credit risk assessment

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