Research on Credit Risk Management in Commercial Banks: Models and Empirics

Author: Shi Xiaojun
Publisher:
Publish Date: 2007-01-01
Features: This book introduces the latest research findings in credit risk measurement, pricing, and management in recent years and their applications in commercial banks. The main content includes the theoretical foundation of credit risk management in commercial banks, credit risk measurement models and empirical analysis in commercial banks, asset pricing and empirical analysis in commercial banks, credit risk portfolio management and empirical analysis in commercial banks, the New Basel Agreement and capital allocation in commercial banks, and the application of credit derivatives in credit risk management in commercial banks. This book is suitable for finance and financial professionals to read and can also serve as a textbook for financial risk management and related financial majors.