Articles liés à Optimal provisioning in the banking industries: Provision

Optimal provisioning in the banking industries: Provision - Couverture souple

Gideon, Frednard

 
9783845476926: Optimal provisioning in the banking industries: Provision
Couverture souple
ISBN 10 : 3845476923 ISBN 13 : 9783845476926
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

This book is about risk management in the banks. It provides the best practices dictated by the Basel regulatory framework. In this regard, we quanitfy some of the banks' modeling approach set out in the Basel framework. The discussion provides some mathematical approach to credit risk modeling. In particular we discussed provisioning strategy for loan losses and deposit withdrawals in the banking industries.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book is about risk management in the banks. It provides the best practices dictated by the Basel regulatory framework. In this regard, we quanitfy some of the banks' modeling approach set out in the Basel framework. The discussion provides some mathematical approach to credit risk modeling. In particular we discussed provisioning strategy for loan losses and deposit withdrawals in the banking industries.

Biographie de l'auteur

Dr Frednard Gideon is a Senior Lecturer in Applied Mathematics at the University of Namibia. He holds a PhD in Mathematical of Finance (Banking and Finance) from North - West University in South Africa. His current research is on risk modeling in the banks and options pricing in a semimartingale setting.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3845476923
ISBN 13 
9783845476926
Reliure
Broché
Nombre de pages
112
Coordonnées du fabricant
non disponible
Personne responsable
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