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Risk, Value And Default

Default a particularly useful guide to understanding the relationship between risk generation, risk management and corporate value and default;

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The Basel II Risk Parameters

A critical problem in the practice of banking risk assessment is the estimation and validation of the Basel II risk parameters PD (default;

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Rating Based Modeling of Credit Risk

as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach;

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The Basel II Risk Parameters

The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at;

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The Basel II Risk Parameters

The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at;

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Modern Credit Risk Management

. The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to estimate default;

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Credit Risk

systematic and firm-specific default risk factors, compares CDS pricing results from the CreditGrades industry benchmark to a trinomial tree approach;

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Macrofinancial Risk Analysis

, the risk of default of different sectors on their outstanding debt obligations quantified, and the value ex-ante of guarantees to private;

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International Bank Lending & Country Risk

of country risk, political factors are omitted due to data inadequacies and difficulties involved in quantifying a number of qualitative variables;

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Oxford Handbook Of Credit Derivatives

, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non;

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Stochastic Risk Analysis and Management

The author investigates the Cramer Lundberg model, collecting the most interesting theorems and methods, which estimate probability;

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Global Credit Review

requirements and its role in monetary policy, the application of the Basel II default definition by credit risk assessment systems, and changes;

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Credit Risk

Inhaltsangabe: Abstract: We discuss the main approaches to quantify the risk of losses arising from a defaulting counterparty to a;

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Credit Risk: Modeling, Valuation and Hedging

and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures;

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Asymmetric Cost Behavior

empirical approach, she investigates the implications of asymmetric cost behavior for credit and financial risk of a firm. In addition, she provides;

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Introduction To Credit Risk Modeling

Contains Nearly 100 Pages of New Material The recent financial crisis has shown that credit risk in particular and finance in general;

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Democracy Dictatorship and Default

The International Monetary Fund (IMF) predicts that, in the coming years, more than fifty countries are at risk of default. Yet we;

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Sovereign Default Risk Valuation

Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon;

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Credit Risk Management Practices

risk management has never been more important with the current high default rates and bankruptcies. Proper management of credit risk enables a;

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Corporate Risk Management

the importance of different risks and their variations according to economic cycles. The book provides an analysis of default, liquidity;

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Corporate Financial Distress and Bankruptcy

A comprehensive look at the enormous growth and evolution of distressed debt, corporate bankruptcy, and credit risk default This Third;

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Credit Risk Analytics

well as mastering industry challenges such as reject inference, low default portfolio risk modeling, model validation and stress testing.This;

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On the Choice to Rent or Own a House

house prices. Alternatively, the agent can buy the house borrowing at the risk free rate. The equilibrium long term xed-price rent and the;

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How To Lead A Quest

insights that mitigate strategic risk while keeping your business model viable. Create new value and enduring relevance by pioneering into;

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Final Basel III Modelling

loss-given-default rates, it provides an analysis of credit and market risk, assessing the extent to which the new framework on risk-based and;

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Final Basel III Modelling

loss-given-default rates, it provides an analysis of credit and market risk, assessing the extent to which the new framework on risk-based and;

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Managing Credit Risk in Corporate Bond Portfolios

, default and credit migration risk, Monte Carlo simulation techniques, and portfolio selection methods. Srichander Ramaswamy, PhD (Basel;

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