Buch, Englisch, 216 Seiten, Format (B × H): 165 mm x 234 mm, Gewicht: 500 g
Buch, Englisch, 216 Seiten, Format (B × H): 165 mm x 234 mm, Gewicht: 500 g
ISBN: 978-0-7506-8158-2
Verlag: Elsevier Science & Technology
Zielgruppe
Primary audience: Investment Professionals and academics
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Contents
Chapter 1 Determinants of small business default, Sumit Agarwal, Souphala Chomsisengphet and Chunlin Liu
Chapter 2 Validation of stress testing models, Jospeh L. Breeden
Chapter 3 The validity of credit risk model validation methods, George Christodoulakis and Stephen Satchell
Chapter 4 A moment-based procedure for evaluating risk forecasting models, Kevin Dowd
Chpater 5 Measuring concentration risk in credit portfolios, Klaus Duellmann
Chapter 6 A simple method for regulators to cross-check operational risk loss models for banks, Wayne Holland and ManMohan S. Sodhi
Chapter 7 Of the credibility of mapping and bencmarking credit risk estimates for internal rating systems, Vichett Oung
Chapter 8 Analytic models of the ROC curve: Applications to credit rating model validation, Stephen Satchell and Wei Xia
Chapter 9 The validation of the equity portfolio risk models, Stephen Satchell
Chapter 10 Dynamic risk analysis and risk model evaluation, Gunter Schwarz and Christoph Kessler
Chapter 11 Validation of internal rating systems and PD esitmates, Dirk Tasche
Index