Risk management in credit portfolios
Subtitle: concentration risk and Basel II
By: Martin Hibbeln
Series: Contributions to economics; Contributions to economics
Publisher: Physica
Published: 2010
Place of publication: Heidelberg; New York
Language: eng
Number of pages: 247
ISBN-13: 9783790826067; 9783790826074
Subjects: Ausfallrisiko; Credit ratings; Basler Eigenkapitalvereinbarung <2001>; Mathematical models; Portfolio management; Credit control; Risk management; Methodology; Portfolio Selection; Kredit; Basel II; Bank
Notes: Includes bibliographical references.