Measurement of Credit Risk

Number of Pages 19

In a paper consisting of two parts and nineteen pages banking is examined in terms of credit risk measurement methods that includes CreditMetrics hybrids and reduced form models, market to market models, and default mode models with a consideration of BCCI and the secont part discusses the advantages and disadvantages of the Monte Carlo model of simulation and the Rick value tool. Twelve sources are listed in the bibliography.


File: TS14_TEbankcredt.rtf


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