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Credit Risk Management
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Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Tony Van Gestel and Bart Baesens

Abstract

This book is the first book of a series of three that provides an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008. The introduction of the recently suggested Basel II Capital Accord has raised many issues and concerns about how to appropriately manage credit risk. Managing credit risk is one of the next big challenges facing financial institutions. The importance and relevance of efficiently managing credit risk is evident from the huge investments ... More

Keywords: Basel II Capital Accord, banks, financial institutions, investments, credit industry, business impact, profitability competition

Bibliographic Information

Print publication date: 2008 Print ISBN-13: 9780199545117
Published to Oxford Scholarship Online: January 2009 DOI:10.1093/acprof:oso/9780199545117.001.0001

Authors

Affiliations are at time of print publication.

Tony Van Gestel, author
Dexia Group, Risk Management Holding

Bart Baesens, author
K.U.Leuven, KBI – Management Informatics, Belgium