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Found 2 from your keywords: author=Bluhm

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Introduction to Credit Risk Modeling

Christian Bluhm Ludger Overbeck and Christoph Wagner

The first edition of this book appeared eight years ago. Since then the banking industry experienced a lot of change and challenges. The most recent financial crisis which started around May 2007 and lasted in its core period until early 2009 gave rise to a lot of scepticism about whether credit risk models are appropriate to capture the true nature of risks inherent in credit portfolios in gen…

Edition: 2nd Edition
ISBN/ISSN: -
Collation: 1-386
Series Title: Introduction to Credit Risk Modeling
Call Number: -

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