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Credit Risk

Measurement, Evaluation and Management

  • Georg Bol
  • Gholamreza Nakhaeizadeh
  • Svetlozar T. Rachev
  • Thomas Ridder
  • Karl-Heinz Vollmer

Part of the Contributions to Economics book series (CE)

Table of contents

  1. Front Matter
    Pages I-X
  2. Arne Benzin, Stefan Trück, Svetlozar T. Rachev
    Pages 1-33
  3. Christian Bluhm, Ludger Overbeck
    Pages 35-48
  4. Dylan D’Souza, Keyvan Amir-Atefi, Borjana Racheva-Jotova
    Pages 49-84
  5. Christoph Heidelbach, Werner Kürzinger
    Pages 85-90
  6. Alexander Karmann, Dominik Maltritz
    Pages 91-109
  7. Rüdiger Kiesel, William Perraudin, Alex Taylor
    Pages 111-137
  8. Daniel Kluge, Frank Lehrbass
    Pages 139-147
  9. Filip Lindskog, Alexander McNeil, Uwe Schmock
    Pages 149-156
  10. Marlene Müller, Wolfgang Härdle
    Pages 157-173
  11. Borjana Racheva-Jotova, Stoyan Stoyanov, Svetlozar T. Rachev
    Pages 175-193
  12. Thomas Rempel-Oberem, Rainer Klingeler, Peter Martin
    Pages 195-205
  13. Ingo Schäl
    Pages 207-230
  14. Stefan Trück, Jochen Peppel
    Pages 291-329
  15. Back Matter
    Pages 331-334

About these proceedings

Introduction

New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.

Keywords

Banking Basel II Credit Risk Credit Risk Management New Basel Capital Accord Risk Management Value-at-Risk

Editors and affiliations

  • Georg Bol
    • 1
  • Gholamreza Nakhaeizadeh
    • 2
  • Svetlozar T. Rachev
    • 1
  • Thomas Ridder
    • 3
  • Karl-Heinz Vollmer
    • 1
  1. 1.Institut für Statistik und Mathematische WirtschaftstheorieUniversität KarlsruheKarlsruheGermany
  2. 2.DaimlerChrysler AGUlmGermany
  3. 3.DZ Bank AGCORFrankfurt am MainGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-59365-9
  • Copyright Information Physica-Verlag Heidelberg 2003
  • Publisher Name Physica-Verlag HD
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-7908-0054-8
  • Online ISBN 978-3-642-59365-9
  • Series Print ISSN 1431-1933
  • Buy this book on publisher's site
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