Examines various aspects of financial risk management in banking, from global considerations to the fundamental aspects of management of a particular profit center. This book includes chapters on credit models based on time intensity models, usage of copulas, and implementing risk systems.[...]
Updating the Current Third Edition of Risk Management in BankingIn updating the 3rd edition, two types of changes have been made, namely streamlining the text and additions. The "streamlining" is largely inspired by the author's teaching experiences.(i) Organization of the Text (updating of existing[...]