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Table of contents (16 chapters)
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Front Matter
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Introduction: The Efficient Market Hypothesis and Basel III New Banking Regulations
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The Quantitative Approach to Credit Rating Models
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Front Matter
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The Qualitative Approach to Credit Rating Models
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Front Matter
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Rating Assignment on Specialized Lending
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Front Matter
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Risk-Adjusted Credit Pricing Models
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Front Matter
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Keywords
About this book
About the authors
GIANLUCA ORICCHIO is Professor of Finance and Capital Markets, CBM University, Italy.He has held senior capital and risk management positions at several global financial institutions. He has been Head of ACPM in Capitalia Banking Group and Head of Group Credit Treasury at Unicredit Group. Mr. Oricchio has written several books on financial markets, corporate finance and risk management.
LAURAVITALEis Head of Judgemental Rating, BNL-BNP Paribas Group, Italy. She has worked for major Italian banks in the areas of investment banking, and M&A. She has also been Head of Business Development in the Public Administration Sector, BNL-BNP Paribas Group, Italy, and has written many articles appearing in academic journals.
Bibliographic Information
Book Title: Basel III Credit Rating Systems
Book Subtitle: An Applied Guide to Quantitative and Qualitative Models
Authors: Luisa Izzi, Gianluca Oricchio, Laura Vitale
Series Title: Finance and Capital Markets Series
DOI: https://doi.org/10.1057/9780230361188
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2012
Hardcover ISBN: 978-0-230-29424-0Published: 19 December 2011
Softcover ISBN: 978-1-349-33326-4Published: 01 January 2012
eBook ISBN: 978-0-230-36118-8Published: 19 December 2011
Series ISSN: 2946-2010
Series E-ISSN: 2946-2029
Edition Number: 1
Number of Pages: XX, 344
Topics: Asian Economics, Corporate Finance, Risk Management, Insurance, Business Finance, Banking