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Credit Risk

Models and Management

By (author) David Shimko
Format: Hardback
Publisher: Risk Books, London, United Kingdom
Published: 28th Sep 1999
Dimensions: h 297mm
ISBN-10: 1899332324
ISBN-13: 9781899332328
Barcode No: 9781899332328
Synopsis
This text provides a compilation of academic papers, bringing together key models and management techniques on credit risk. It contains practical information on how to use modelling and measurement tools for managing credit risk, with specially commissioned writings from the RiskMetrics Group.

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