Managing Credit Risk Under The Basel III Framework

Synopsis of Managing Credit Risk Under The Basel III Framework

«Managing Credit Risk Under The Basel III Framework» is the credit risk handbook by Yat-fai Lam, Edward Tak-wah Kwan and Kin-keung Lai, in paperback.

A first approach to credit risk management for undergraduate and MBA students, with no prior knowledge of financial risk. It explains the Basel III regulatory requirements, including counterparty risk and securitization, and presents credit scoring models, credit derivative valuation and portfolio risk.

Published by Createspace Independent Pub in 2013, it is written in English and has 258 pages. Its ISBN is 9781493666898.

For undergraduate and MBA students starting in financial risk management and for professionals wanting to update with Basel III.