TOP
0
0
即日起~6/30,暑期閱讀書展,好書7折起
Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details

Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details

商品資訊

定價
:NT$ 4500 元
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
相關商品
商品簡介

商品簡介

How might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool to address this question is economic capital, which is a model-based measure of the amount of equity that an entity must hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk dimension, pragmatically explores real-world economic-capital methodologies and applications. It begins with the thorny practical issues surrounding the construction of an (industrial-strength) credit-risk economic-capital model, defensibly determining its parameters, and ensuring its efficient implementation. It then broadens its gaze to examine various critical applications and extensions of economic capital; these include loan pricing, the computation of loan impairments, and stress testing. Along the way, typically working from first principles, various possible modelling choices and related concepts are examined. The end result is a useful reference for students and practitioners wishing to learn more about a centrally important financial-management device.

您曾經瀏覽過的商品

購物須知

外文書商品之書封,為出版社提供之樣本。實際出貨商品,以出版社所提供之現有版本為主。部份書籍,因出版社供應狀況特殊,匯率將依實際狀況做調整。

無庫存之商品,在您完成訂單程序之後,將以空運的方式為你下單調貨。為了縮短等待的時間,建議您將外文書與其他商品分開下單,以獲得最快的取貨速度,平均調貨時間為1~2個月。

為了保護您的權益,「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。

若要辦理退貨,請在商品鑑賞期內寄回,且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。

定價:100 4500
若需訂購本書,請電洽客服 02-25006600[分機130、131]。

暢銷榜

客服中心

收藏

會員專區