Internal Credit Risk Models: Capital Allocation and Performance

Description: Book DetailsTitle: Internal Credit Risk Models: Capital Allocation and Performance Item Condition:used item in a very good conditionAuthor:MICHAEL, K ONG ISBN 10:1899332030Publisher:Risk Books ISBN 13:9781899332038Published On:1999-01-05 SKU:7719-9781899332038Binding:Hardcover Language: EnglishEdition: List Price:-DescriptionThe authoritative guide on internal credit risk measurement and management for financial institutions. With unequalled conviction, Ong shows how an internal model can be properly implemented by explaining the fundamentals of the quantitative building blocks that apply. With accessible mathematics and highly illustrative explanations he removes the obstacles to provide practical solutions that will inspire you to greater confidence. In tandem with a historical overview of the market response to regulatory directives, discussion of the inadequacies of the current regulatory framework is of key concern throughout the book. Calling on more concise, global standardisation for the measurement of credit risk the author clarifies the ambiguity inherent in current regulation to arm you with the required tools for effective internal modelling. Internal Credit Risk Models provides you with methods of approaches in order to ascertain credible credit loss accounts in the event of an extreme market occurrence. What’s more it discusses default probabilities, expected and unexpected losses, time effects, default correlations and extreme value theory. At AwesomeBooks we believe that good quality and speed of service is what pleases our customers and according to this we have a product guarantee on all our books. All used books sold by AwesomeBooks:Will be clean, not soiled or stained.All pages will be present and undamaged.Books will be free of page markings.Some pages may be slightly dog-eared through previous use.The spine may show some creasing through previous use.Ultimately we would never send any book we would not pick up and read ourselves. All new books sold by AwesomeBooks:Will be completely new and unfolded.Wrapped carefully to prevent damage or curling of book edges.100% money back guarantee If you are not satisfied for any reason, simply drop us an email and we will give you a 100% refund upon returning the item. If you are not happy then neither are we. If your order has not be reached you within a maximum of 21 days please contact us and we will respond immediately to help. Return Policy At AwesomeBooks, we believe our customers should feel free to order any of our products in the knowledge that they can return anything back within 30 days of purchasing an item for any reason. We will not make it awkward, if you want to return something then all you have to do is ask! Simply drop us an email to the address given on your order confirmation email or login to your paypal account used for payment and send us an email from there. For defects or problems caused before receipt of an item we will of course provide full instructions on how to return the item to us. For other issues (perhaps you did not like a product or it did not live up to expectations), we are happy to refund all costs but require the buyer to pay the return postage cost. Once you drop us an email requesting a return, we will let you know the precise return method quickly and conveniently.

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Location: MD

End Time: 2025-01-16T06:09:35.000Z

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