TY  - BOOK
AU  - Bandyopadhyay, Arindam
TI  - Managing Portfolio Credit Risk in Banks
SN  - 9781107146471
U1  - 332.10681 
PY  - 2016///
CY  - Delhi
PB  - Cambridge University Press 
KW  - Credit - Management
KW  - Banks and Banking
N1  - 

        Preface
        Acknowledgements
        Abbreviations
        Introduction to credit risk
        Credit rating models
        Approaches for measuring probability of default (PD)
        Exposure at default (EAD) and loss given default (LGD)
        Validation and stress testing of credit risk models
        Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation
        Economic capital and raroc
        Basel II IRB approach of measuring credit risk regulatory capital
        Index
ER  -