Economics at your fingertips  

Retail Credit Risk Management

Edited by Mario Anolli, Elena Beccalli and Tommaso Giordani

in Palgrave Macmillan Studies in Banking and Financial Institutions from Palgrave Macmillan, currently edited by Philip Molyneux

Date: 2013
ISBN: 978-1-137-00676-9
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch 1 Introduction
Mario Anolli and Elena Beccalli
Ch 2 The Ever-evolving Basel Accord
Damiano Guadalupi
Ch 3 Private Individuals: Credit Risk Modeling
Corrado Giannasca and Tommaso Giordani
Ch 4 SMEs: Credit Risk Modeling
Emanuele Giovannini
Ch 5 The Critical Model Parameter: LGD
Elisa Alghisi Manganello and Valentina Leucari
Ch 6 Model Validation
Antonio Arfé and Paolo Gianturco
Ch 7 Risk-Adjusted Performance Measures
Mario Anolli
Ch 8 Portfolio Credit Risk Modeling
Lorenzo Bocchi and Tiziano Bellini
Ch 9 Stress Testing, Capital Planning, and Risk Integration
Tiziano Bellini and Lorenzo Bocchi
Ch 10 Portfolio Management
Tommaso Giordani and Corrado Giannasca
Ch 11 IT Systems for Credit Risk Management
Renzo Traversini and Anselmo Marmonti
Ch 12 A New Retail Credit Risk Management Approach to Cope with the Crisis
Francesco Merlin

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This item can be ordered from

DOI: 10.1057/9781137006769

Access Statistics for this book

More books in Palgrave Macmillan Studies in Banking and Financial Institutions from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Page updated 2023-11-28
Handle: RePEc:pal:pmsbfi:978-1-137-00676-9