[DOWNLOAD] "Concentration Risk in Credit Portfolios" by Eva Lütkebohmert * Book PDF Kindle ePub Free
eBook details
- Title: Concentration Risk in Credit Portfolios
- Author : Eva Lütkebohmert
- Release Date : January 30, 2008
- Genre: Mathematics,Books,Science & Nature,
- Pages : * pages
- Size : 2558 KB
Description
This introduction to credit risk modeling focuses on measuring concentration risks in credit portfolios. It surveys several credit risk models, allowing banks to simulate or compute a probability distribution of credit losses at the portfolio level.