Home |  About Us |  My Gateway |  Feedback |  Bookstore |  Help



  Advanced Search

  Browse by:
       Special Offers

  Please Log In
  Online store
  Your account
Development Bookstore
  About us
  Contact us
  For publishers
  Powered By

Credit Risk Models and the Basel Accords
Kenji Imai Donald R. Van Deventer
Price: $ 95

How to manage credit risk through the understanding and implementation of the Merton credit model

In this invaluable resource, credit modeling is approached from a practical banker¿s point of view, using the history of the Merton credit model as an example. The strengths and weaknesses of various credit modeling technologies are compared from the perspective of default probability prediction, pricing, hedging, and valuation. Credit Risk Management also illustrates credit model performance using some of the largest bankruptcies in history as case studies.

Donald R. Van Deventer (Hawaii, USA) is founder and President of the Kamakura Corporation. Kenji Imai (Hawaii, USA) heads software development for the Kamakura Corporation.

Directory of World Bank Books

A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z |

Readers' Comments

Have you read this title? If so, Contribute a comment

Terms and Conditions | Privacy | Editorial Policy | Make this your Homepage

A program of the Development Gateway Foundation in collaboration with these organizations.