图书简介

Foreword - Introduction: The Efficient Market Hypothesis (EMH) and Basel III New Banking Regulation - PART I: THE QUANTITATIVE APPROACH TO CREDIT RATING MODELS - SME Corporate and Retail PD Models - Sovereign and Banks Rating Models - Exposure at Default Valuation - Loss Given Default Estimation - Validation of Credit Internal Models - PART II: THE QUALITATIVE APPROACH TO CREDIT RATING MODELS - The Internal Rating Agency Organization and Scope - Expert Judgment Based Rating Assignment Process - Slotting Criteria Credit Rating Models - Global Recovery Rate (GRR) - PART III: RATING ASSIGNMENT ON SPECIALIZED LENDING - Rating Assignment on Object Finance - Rating Assignment on Telecom Operators - PART IV: RISK ADJUSTED CREDIT PRICING MODELS - Pricing in Liquid Markets - CDS-Implied EDF Credit Measures and Fair-Value Spreads - Pricing in Non-Liquid Markets

Trade Policy 买家须知