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Book Chapter

Credit Risk Management and Credit Derivatives

  • Franke J
  • Härdle W
  • Hafner C
DOI: 10.1007/978-3-642-54539-9_22
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Abstract

Credit risk management is an important issue in banking. In this chapter we give an overview of the models for calculating the default risk exposure of a credit portfolio.

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Franke, J., Härdle, W. K., & Hafner, C. M. (2015). Credit Risk Management and Credit Derivatives (pp. 499–522). https://doi.org/10.1007/978-3-642-54539-9_22

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