Basel III Credit Rating Systems

Basel III Credit Rating Systems

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qThe market turmoil and the new Basel III capital requirements are reshaping the financial competitive landscape. More than ever, banking competition is based on the ability to assess, to price and to manage the cost of credit risk. Bankers are increasingly called to manage a process of analysis of the customer in a more structured way. This book is a comprehensive guide to quantitative and qualitative credit rating models and covers all loan portfolios (corporate, retail, bank, sovereign and specialized lending). The credit rating models are illustrated in great detail and are based on the best practices in use in large international banking groups. The book also contains pricing tools for liquid and non-liquid markets and is one of the first books on credit risk management published since the crisis.q--Book jacket.An Applied Guide to Quantitative and Qualitative Models Luisa Izzi, Laura Vitale, Gianluca Oricchio ... As note 10. Basel Committee on Banking Supervision, Consultative Document, a#39;The Internal Ratings-Based Approach Supporting ... 2. Our suggestions are based on an elaboration of Standard aamp; Poora#39;s methodology with internal statistics and expert judgments. ... Prepaid wireless customers generally have much lower average revenues per user (ARPUs), because typically they areanbsp;...

Title:Basel III Credit Rating Systems
Author:Luisa Izzi, Laura Vitale, Gianluca Oricchio
Publisher:Palgrave Macmillan - 2012-01-15


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