MODELOS DE RIESGO DE CRÉDITO Y SUPERVISIÓN BANCARIA
Cod.25503249
BIBLIOGRAFÍA COMPLEMENTARIA
Comentarios y anexos:
Crouhy, M.; Galai, D.; Mark, R. (2014): The essentials of Risk Management, ed. McGraw Hill.
Caouette, J.B.; Altman, E.I.; Narayanan, P.; Nimmo, R. (2008): Managing Credit Risk: The Great Challenge for Global Financial Markets, ed. John Wiley & Sons.
De Servigny, A.; Renault, O. (2004): Measuring and Managing Credit Risk, ed. Mc Graw-Hill.
Denault, M. (2001): "Coherent allocation of risk capital". Journal of Risk 4(1), 1-34.
Giesecke, K. (2002): “Credit Risk Modeling and Valuation”. Cornell University Working Paper.
Trueck, S.; Rachev, S. (2009): Rating Based Modeling of Credit Risk, ed. Academic Press.
Van Gestel, T.; Baesens, B. (2009): Credit Risk Management, ed. Oxford University Press.
