Items related to Internal Credit Risk Models: Capital Allocation and...
Synopsis
This work provides a practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management. Topics covered include: default probabilities; expected and unexpected losses; time effects; default correlations; and loss distributions.
"synopsis" may belong to another edition of this title.
About the Author
Dr. Michael K. Ong is an Executive Vice President and Chief Risk Officer for the Americas for Credit Agricole Indosuez in New York. He has enterprise-wide responsibility for all risk management functions for the Carr Futures Group globally and CAI's North American entities. He is a member of the Executive Committee and additionally, he is a member of the board for Carr Global Advisors. Before joining Credit Agricole Indosuez Michael was the senior vice president and head of enterprise risk for ABN Amro Bank. There he was responsible for the management of information and decision support function for the executive committee on enterprise-wide market, operational, credit and liquidity risk, as well as RAROC and ROE models. Prior to this Michael headed the corporate research unit at First Chicago NBD Corporation, where he was chair of the global risk management research council and head of the market risk analysis unit. He was previously also responsible for quantitative research at Chicago Research and Trading Group (now Nations Banc-CRT) and has served as an assistant professor of mathematics at Bowdoin College. Michael is also an adjunct professor at the Stuart School of Business of the Illinois Institute of Technology. He received a BS degree in physics, cum laude, from the University of the Philippines and degrees of MA in physics and MS and PhD in applied mathematics from the State University of New York at Stony Brook. Michael is a member of the editorial boards of the Journal of Financial Regulation and Compliance and the Journal of Risk.
"About this title" may belong to another edition of this title.
- PublisherRisk Publications
- Publication date1999
- ISBN 10 1899332030
- ISBN 13 9781899332038
- BindingPaperback
- LanguageEnglish
- Number of pages372
Search results for Internal Credit Risk Models: Capital Allocation and...
Stock Image
Internal Credit Risk Models: Capital Allocation and Performance Measurement
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or limited writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_426399364
Quantity: 1 available
Stock Image
Internal Credit Risk Models: Capital Allocation and Performance Measurement
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_403355039
Quantity: 1 available
Stock Image
Internal Credit Risk Models : Capital Allocation and Performance Measurement
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Used book that is in clean, average condition without any missing pages. Seller Inventory # 49659054-6
Quantity: 1 available
Stock Image
Internal Credit Risk Models: Capital Allocation and Performance Emasurement
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.88. Seller Inventory # G1899332030I2N00
Quantity: 1 available
Seller Image
Internal Credit Risk Models: Capital Allocation and Performance Measurement
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned. A few small marks or stains to the page edges/pages. Seller Inventory # wbb0022183261
Quantity: 1 available
Stock Image
Internal Credit Risk Models: Capital Allocation and Performance Measurement
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-1899332030
Quantity: 1 available