Credit ratings and their modeling
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The question of measuring the results of activity is one of the main in the preparation of management decisions. Credit ratings occupy a special place among the assessment tools. Being an integral assessment of financial risks, they provide unification and reduction in the cost of borrowing, at the same time allowing concretization of independent estimates. They can become the base for both internal estimates of counterparties and regulatory actions.
The monograph reflects the recent perception of ratings. Special attention is paid to comparative rating research, the system of rating models and default probability, the formation of a rating system, including both external and domestic ratings of financial institutions.
The book is based on the authentic studies of the author and its colleagues in this direction, as well as on the experience of teaching on Magister programs with HSE and other universities. It reflects the current state of the research direction and allows you to build a full-fledged course for the master"s program. Work is focused on a wide range of specialists and will find practical application from the regulator and in commercial banks
The monograph reflects the recent perception of ratings. Special attention is paid to comparative rating research, the system of rating models and default probability, the formation of a rating system, including both external and domestic ratings of financial institutions.
The book is based on the authentic studies of the author and its colleagues in this direction, as well as on the experience of teaching on Magister programs with HSE and other universities. It reflects the current state of the research direction and allows you to build a full-fledged course for the master"s program. Work is focused on a wide range of specialists and will find practical application from the regulator and in commercial banks
Author:
Author:Karminsky A.M.
Cover:
Cover:Hard
Category:
- Category:Business & Money
- Category:Calendars, Holidays & Souvenirs
ISBN:
ISBN:978-5-7598-1232-6
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