Managing Portfolio Credit Risk in Banks
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Published By Cambridge University Press

9781316550915
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Exposure at Default (EAD) and Loss Given Default (LGD)

2016 ◽  
pp. 137-185
Author(s):  
Arindam Bandyopadhyay
Keyword(s):  
Loss Given Default

Approaches for Measuring Probability of Default (PD)

2016 ◽  
pp. 111-136
Author(s):  
Arindam Bandyopadhyay
Keyword(s):  
Probability Of Default

Basel II IRB Approach of Measuring Credit Risk Regulatory Capital

2016 ◽  
pp. 318-354
Author(s):  
Arindam Bandyopadhyay
Keyword(s):  
Credit Risk ◽  
Basel Ii ◽  
Regulatory Capital ◽  
Irb Approach

Introduction to Credit Risk

2016 ◽  
pp. 1-23
Author(s):  
Arindam Bandyopadhyay
Keyword(s):  
Credit Risk

Preface

2016 ◽  
pp. xv-xix
Author(s):  
Arindam Bandyopadhyay

Economic Capital and RAROC

2016 ◽  
pp. 276-317
Author(s):  
Arindam Bandyopadhyay
Keyword(s):  
Economic Capital

Validation and Stress Testing of Credit Risk Models

2016 ◽  
pp. 186-234
Author(s):  
Arindam Bandyopadhyay
Keyword(s):  
Credit Risk ◽  
Stress Testing ◽  
Risk Models

Credit Rating Models

2016 ◽  
pp. 24-110
Author(s):  
Arindam Bandyopadhyay
Keyword(s):  
Credit Rating
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