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Credit Risk Models and the Basel Accords
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Credit Risk Models and the Basel Accords Hardcover - 2003 - 1st Edition

by Donald R. Van Deventer; Mark Mesler


Details

  • Title Credit Risk Models and the Basel Accords
  • Author Donald R. Van Deventer; Mark Mesler
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 270
  • Volumes 1
  • Language ENG
  • Publisher Wiley, Singapore
  • Date 2003-06
  • Illustrated Yes
  • ISBN 9780470820919 / 0470820918
  • Weight 1.43 lbs (0.65 kg)
  • Dimensions 9.26 x 6.58 x 0.95 in (23.52 x 16.71 x 2.41 cm)
  • Library of Congress subjects Risk management - Mathematical models, Credit - Management - Mathematical models
  • Library of Congress Catalog Number 2003536527
  • Dewey Decimal Code 332.701

About the author

Donald R. Van Deventer founded the Kamakura Corporation in April 1990 and is currently President. He has been involved in financial advisory assignments involving both risk management and mergers and acquisitions, for the municipalities affected in the Orange County bankruptcy, in a major derivatives dispute between JPMorgan and a Korean securities firm, Bank Negara Malaysia, ITT Financial Corporation and many other leading institutions. Prior to founding Kamakura Corporation, he was Senior Vice President of in the investment banking department of Lehman Brothers (then Shearson Lehman Hutton). From 1982 to 1987, he was the treasurer for First Interstate Bancorp in LA, USA.

He holds a Ph.D. in Business Economics, a joint degree of the Harvard University Department of Economics and the Harvard Graduate School of Business Administration.

Kenji Imai heads Software Development for Kamakura and participates in selected Japan-related financial advisory assignments. A member of the Managing Committee of Kamakura, he is fluent in both Japanese and English.

Prior to Kamakura, Mr. Imai worked in credit analysis in the Foreign Exchange Group of the Sanwa Bank, Hibiya Branch. He was later transferred to the headquarters where as a member of the Planning Section, he was responsible for risk management on interest and currency products. Following his two years at MIT, he returned to the Derivatives Group at Sanwa where he developed interest rate term structure models for pricing exotic options and managing interest rate derivative products, and applied quantitative methods for swaps and options analysis.

He graduated from the University of Tokyo with a B.S. in Civil Engineering and from the Sloan School of the Massachusetts Institute of Technology with a M.S. in Management, concentrating in finance.

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Credit Risk Models and the Basel Accords (Wiley Finance)
Stock Photo: Cover May Be Different

Credit Risk Models and the Basel Accords (Wiley Finance)

by Van Deventer, Donald R.

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Hardcover
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9780470820919 / 0470820918
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Description:
hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Item Price
CA$160.39
FREE shipping to USA