The Wiley Finance Series
Risk-Adjusted Lending Conditions
An Option Pricing Approach
Werner Rosenberger
Business & Economics / Finance / General
Dieses Buch bietet einen neuen Ansatz zur Bewertung und Ermittlung des Kreditrisikos bei Banken.
"Risk Adjusted Lending Conditions" stellt ein neues Modell vor, mit dessen Hilfe Banken die Gesamtkreditkosten ermitteln können.
Der Band demonstriert anschaulich, wie diese neue Methode in der Praxis angewendet wird.
Mit ausführlichem und durchgearbeitetem Beispielmaterial.
Mit Excel Spreadsheets.
Vermittelt einen umfassenden Überblick.
Werner Rosenberger is Managing Director and Head of Methodology at Credit Risk Control of UBS Wealth Management & Business Banking, Zurich.
He was born 1953 in Zurich, Switzerland, where he acquired a diploma in Physics at the Federal Institut of Technology (ETH Zürich). He concluded his studies with a degree in Business Administration of the University of St. Gall, Switzerland. Several years later he completed a doctorate at the University of Zurich.
After his studies he worked first as a marketing manager at Philips (Schweiz) AG, Zurich, for IT-products. After a back packer trip around the world he started a banking career at UBS and Credit Suisse where he worked mainly as company clients relationship manager and as a branch manager before he joined credit risk control.
| Publication Date: |
21 March 2003 |
| Publisher: |
Wiley |
| Imprint: |
Wiley |
| ISBN-13: |
9780470847527 |
| Format: |
Hardback |
| Page Count: |
192 |
| Weight (oz): |
19.0 |