Basel III Credit Rating Systems: An Applied Guide to Quantitative and Qualitative Models

Izzi, L./ Oricchio, G./ Vitale, L.

ISBN 10: 1349333263 / ISBN 13: 9781349333264

Published by Palgrave Macmillan, 2014

About this Item

344 pages. 9.02x5.98x0.83 inches. In Stock.

Seller Inventory # x-1349333263

Bibliographic Details

• Title: Basel III Credit Rating Systems: An Applied Guide to Quantitative and Qualitative Models
• Publisher: Palgrave Macmillan
• Publication Date: 2014
• Language: English
• ISBN 10: 1349333263
• ISBN 13: 9781349333264
• Binding: Paperback
• Condition: Brand New
• Weight: 0.49 kilograms

About this title

Synopsis

More than ever, banking competition is based on the ability to control the cost of risk and can only be managed with excellent internal rating models and very advanced risk management processes. This book is a comprehensive guide to quantitative and qualitative rating assessments with up-to-date methodologies in the international banking system.

About the Author

LUISA IZZI, PhD in Economics and Financial Decisions, is Head of Model Validation, BNL-BNP Paribas Group, Italy. She has worked in different areas of risk management in international banking groups, supporting the group-wide Basel implementation and validation processes. She is author of a number of scientific publications and articles in mathematical finance and economics.

GIANLUCA ORICCHIO is Professor of Finance and Capital Markets, CBM University, Italy.He has held senior capital and risk management positions at several global financial institutions. He has been Head of ACPM in Capitalia Banking Group and Head of Group Credit Treasury at Unicredit Group. Mr. Oricchio has written several books on financial markets, corporate finance and risk management.

LAURAVITALEis Head of Judgemental Rating, BNL-BNP Paribas Group, Italy. She has worked for major Italian banks in the areas of investment banking, and M&A. She has also been Head of Business Development in the Public Administration Sector, BNL-BNP Paribas Group, Italy, and has written many articles appearing in academic journals.