CreditRisk+ in the Banking Industry
Contributors: Matthias Gundlach (Editor); Frank Lehrbass (Editor)
Edition: 1 edition
Publisher: Springer
Published: November 19, 2004
Language: eng
Format: Hardcover
Number of pages: 369
ISBN-13: 9783540207382
Subjects: Applied mathematics; Banking; Credit & credit institutions; Finance; Business / Economics / Finance; Business & Economics; Business/Economics; Risk management; General; Business & Economics / Finance; Bank loans; Credit; Management
First sentence: Shortly after J. P. Morgan published the portfolio model CreditMetrics (henceforth CreditMetrics), Credit Suisse Financial Products (CSFP) introduced its own portfolio model CreditRisk+ (henceforth CreditRisk+) in October 1997.