Internal credit risk models : capital allocation and performance measurement /

Main Author: Ong, Michael K.
Format: Book
Language:English
Published: London : Risk Books, 2005.
Subjects:
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050 0 |a HG3751  |b .O54 2005 
100 1 |a Ong, Michael K. 
245 1 0 |a Internal credit risk models :  |b capital allocation and performance measurement /  |c Michael K. Ong. 
260 |a London :  |b Risk Books,  |c 2005. 
300 |a xx,364 p. :  |b ill. ;  |c 24 cm. 
504 |a Includes bibliographical references and index 
650 0 |a Credit  |x Econometric models 
650 0 |a Risk management 
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