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Risk modelling and measurement

Tony Van Gestel and Bart Baesens

in Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Published in print:
2008
Published Online:
January 2009
ISBN:
9780199545117
eISBN:
9780191720147
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199545117.003.0004
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

This chapter highlights the conceptual aspects of a rating system without focusing on mathematical and technical aspects. An overview is provided of the different aspects of risk measurement and ... More


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