Credit Risk, Default, and Borrowing Costs

Oliviero Roggi and Alessandro Giannozzi

Chapter 3 in Risk, Value and Default, 2015, pp 75-101 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Definition of Default/Credit Risk from the Perspective of the BankComponents of Credit RiskThe Enterprise and the “Challenge” of Basel II as an External Stimulus for Risk MeasurementThe Response to the 2008 Financial Crisis: Basel III and the New Capital Requirements

Keywords: Risk Management; Enterprise Risk Management; Credit Risk; Valuation; Equity Risk Premium; Basel III; Default Risk; Capital Requirements (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814641722_0003 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814641722_0003 (text/html)
Ebook Access is available upon purchase.

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: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814641722_0003

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().