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dc.contributor.authorHabara, M
dc.contributor.authorWorthington, AC
dc.contributor.editorAndrew C. Worthington
dc.date.accessioned2017-05-03T13:07:05Z
dc.date.available2017-05-03T13:07:05Z
dc.date.issued2014
dc.identifier.isbn9781634631112
dc.identifier.urihttp://hdl.handle.net/10072/66964
dc.description.abstractThis chapter reviews models that quantify credit decision making. The first set of models is models of standalone credit risk that attempt to assess credit risk at the firm or individual borrower level. These models include expert and credit rating systems. The second set of models is models of portfolio credit risk that measure credit risk at the portfolio level, including structural models, explicit factor models, and reduced form models. Each model has its own strengths and weaknesses and it is therefore useful to be aware of these in their chosen context.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.languageEnglish
dc.language.isoeng
dc.publisherNova Publishing
dc.publisher.placeUnited States
dc.publisher.urihttps://novapublishers.com/
dc.relation.ispartofbooktitleEconomic and Financial Modelling of Markets, Institutions and Instruments
dc.relation.ispartofchapter4
dc.relation.ispartofstudentpublicationN
dc.relation.ispartofpagefrom45
dc.relation.ispartofpageto72
dc.rights.retentionY
dc.subject.fieldofresearchFinancial institutions (incl. banking)
dc.subject.fieldofresearchcode350204
dc.titleThe theory and practice of credit risk modelling
dc.typeBook chapter
dc.type.descriptionB1 - Chapters
dc.type.codeB - Book Chapters
gro.hasfulltextNo Full Text
gro.griffith.authorWorthington, Andrew C.
gro.griffith.authorHabara, Mohamed


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