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Rating Based Modeling of Credit Risk

By: Australia) Trueck Queensland University of Technology School of Economics and Finance Stefan (Postdoctoral Research Fellow (Author) , Svetlozar T. (Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering) Rachev (Author)

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Ksh 13,750.00

Format: Hardback or Cased Book

ISBN-13: 9780123736833

Publisher: Elsevier Science Publishing Co Inc

Publication Date: Jan 15th, 2009

Weight: 576 grams

Dimension: 23.90 x 16.00 x 2.10 cms

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Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is credit migrations.

Get Rating Based Modeling of Credit Risk by Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia) Trueck at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by Elsevier Science Publishing Co Inc and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

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