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
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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

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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmsbfi:978-1-137-00676-9

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DOI: 10.1057/9781137006769

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