Optimal Provisioning in the Banking Industries - Frednard Gideon - Books - LAP LAMBERT Academic Publishing - 9783845476926 - September 27, 2011
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Optimal Provisioning in the Banking Industries

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This book is about risk management in the banks. It provides the best practices dictated by the Basel regulatory framework. In this regard, we quanitfy some of the banks' modeling approach set out in the Basel framework. The discussion provides some mathematical approach to credit risk modeling. In particular we discussed provisioning strategy for loan losses and deposit withdrawals in the banking industries.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 27, 2011
ISBN13 9783845476926
Publishers LAP LAMBERT Academic Publishing
Pages 112
Dimensions 150 × 7 × 226 mm   ·   185 g
Language German