Perspectives on credit risk, portfolio management, and capital
Subtitle: readings from the RMA Journal
By: Editors Michael Araten, Joseph L. Breeden
Contributors: Risk Management Association
Publisher: RMA
Published: 2014
Place of publication: [Philadelphia, Pennsylvania]
Language: eng
Number of pages: 364
ISBN-13: 9781570703362
Subjects: Risk management; Commercial loans; Bank loans
Notes: Includes bibliographical references.
Table of contents: title: Chapter I : wholesale credit risk parameters; title: Chapter II : consumer credit risk parameters; title: Chapter III : wholesale credit capital; title: Chapter IV : retail credit capital; title: Chapter V : portfolio management and RAROC; title: Chapter VI : stress-testing methodologies.