Managing Portfolio Credit Risk in Banks
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Published By Cambridge University Press

9781316550915

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Exposure at Default (EAD) and Loss Given Default (LGD)

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.005 ◽

2016 ◽

pp. 137-185

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Loss Given Default

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Approaches for Measuring Probability of Default (PD)

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.004 ◽

2016 ◽

pp. 111-136

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Probability Of Default

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Basel II IRB Approach of Measuring Credit Risk Regulatory Capital

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.009 ◽

2016 ◽

pp. 318-354

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Credit Risk ◽

Basel Ii ◽

Regulatory Capital ◽

Irb Approach

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Introduction to Credit Risk

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.002 ◽

2016 ◽

pp. 1-23

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Credit Risk

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Preface

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.001 ◽

2016 ◽

pp. xv-xix

Author(s):

Arindam Bandyopadhyay

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Economic Capital and RAROC

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.008 ◽

2016 ◽

pp. 276-317

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Economic Capital

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Validation and Stress Testing of Credit Risk Models

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.006 ◽

2016 ◽

pp. 186-234

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Credit Risk ◽

Stress Testing ◽

Risk Models

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Portfolio Assessment of Credit Risk: Default Correlation, Asset Correlation and Loss Estimation

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.007 ◽

2016 ◽

pp. 235-275

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Credit Risk ◽

Portfolio Assessment ◽

Loss Estimation ◽

Default Correlation ◽

Asset Correlation

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Credit Rating Models

Managing Portfolio Credit Risk in Banks ◽

10.1017/cbo9781316550915.003 ◽

2016 ◽

pp. 24-110

Author(s):

Arindam Bandyopadhyay

Keyword(s):

Credit Rating

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