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Credit Risk, Default, and Borrowing Costs

In: Risk, Value and Default

Author

Listed:
  • Oliviero Roggi
  • Alessandro Giannozzi

Abstract

The following sections are included:Definition of Default/Credit Risk from the Perspective of the BankComponents of Credit RiskThe Enterprise and the “Challenge” of Basel II as an External Stimulus for Risk MeasurementThe Response to the 2008 Financial Crisis: Basel III and the New Capital Requirements

Suggested Citation

  • Oliviero Roggi & Alessandro Giannozzi, 2015. "Credit Risk, Default, and Borrowing Costs," World Scientific Book Chapters, in: Risk, Value and Default, chapter 3, pages 75-101, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814641722_0003
    as

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