Relevant bibliographies by topics / Credit risk assessment – Nigeria / Books
To see the other types of publications on this topic, follow the link: Credit risk assessment – Nigeria.

Books on the topic 'Credit risk assessment – Nigeria'

Author: Grafiati
Published: 4 June 2021
Last updated: 9 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 42 books for your research on the topic 'Credit risk assessment – Nigeria.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Abrahams, Clark R. Credit Risk Assessment. New York: John Wiley & Sons, Ltd., 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Lowe, Philip. Credit risk measurement and procyclicality. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Doumpos, Michalis, Christos Lemonakis, Dimitrios Niklis, and Constantin Zopounidis. Analytical Techniques in the Assessment of Credit Risk. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-319-99411-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Pershad, Rinku. A Bayesian belief network for corporate credit risk assessment. Ottawa: National Library of Canada, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Somerville, Andrew A. The reliability of banker judgement in LDC credit-risk assessment. London: City University Business School, Centre for Empirical Research in Finance and Accounting, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Renato, Maino, and Molteni Luca, eds. Developing, validating, and using internal ratings: Methodologies and case studies. Hoboken, NJ: Wiley, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Dermine, Jean. Deposit insurance, credit risk and capital adequacy: A note. Fontainebleau: INSEAD, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Avery, Robert B. Consumer credit scoring: Do situational circumstances matter? Basel, Switzerland: Bank for International Settlements, 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Ganguin, Blaise. Fundamentals of corporate credit analysis. New York: McGraw-Hill, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Worrell, DeLisle. Quantitative assessment of the financial sector: An integrated approach. [Washington D.C.]: International Monetary Fund, Monetary and Financial Systems Dept., 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
11

Pagès, Henri. Can liquidity risk be subsumed in credit risk?: A case study from Brady bond prices. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2001.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
12

Mingyuan, Zhang, ed. Credit risk assessment: The new lending system for borrowers, lenders, and investors. Hoboken, NJ: Wiley, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
13

Bohn, Jeffrey R. Active Credit Portfolio Management in Practice. New York: John Wiley & Sons, Ltd., 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
14

1966-, Stein Roger M., ed. Active credit portfolio management in practice. Hoboken, N.J: Wiley, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
15

Linda, Allen. A survey of cyclical effects in credit risk measurement model. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
16

Maderbacher, Michael. Früherkennung von Kreditrisken: Dynamische Kontendatenanalyse zur Risikofrüherkennung. Wien: Orac, 1998.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
17

Kiŏp wihŏm kwa sinyong pʻyŏngka. Sŏul: Hanhaksa, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
18

John, Bilardello, ed. Fundamentals of corporate credit analysis. New York: McGraw-Hill, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
19

Nationalbank, Oesterreichische. Guidelines on bank-wide risk management: Internal capital adequacy assessment process. Vienna: Oesterreichische Nationalbank, 2006.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
20

Ökologische Risiken in der Kreditwürdigkeitsprüfung. Frankfurt am Main: P. Lang, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
21

Silver, Lars. Credit risk assessment in different contexts: The influence of local networks for bank financing of SMEs. Uppsala: Dept. of Business Studies, Uppsala University, 2001.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
22

Pryce, Gwilym B. J. The impact of debt crises on lenders' weighting of risk signals: Asymmetric information in the credit market and bank assessment of risk. Glasgow: University of Glasgow, Centre for Housing Research and Urban Studies, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
23

Pryce, Gwilym B. J. The impact of debt crises on lenders' weighting of risk signals: Asymmetric information in the credit market and bank assessment of risk. Glasgow: Centre for Housing Research and Urban Studies, 1997.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
24

Kaiser, Harry Mason. A risk analysis of farm program participation. [St. Paul]: Minnesota Agricultural Experiment Station, University of Minnesota, 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
25

Segoviano, Miguel A. Internal ratings, the business cycle and capital requirements: Some evidence from an emerging market economy. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
26

John, Hull. Hull-White on derivatives: A compilation of articles. London: Risk Publications, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
27

Pryce, Gwilym. Asymmetric information in the international credit market and bank assessment of country risk: The impact of the debtcrisis and the secondary market on lenders' weighting of signals. [s.l.]: typescript, 1993.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
28

Abrahams, Clark, and Mingyuan Zhang, eds. Credit Risk Assessment. Wiley, 2012. http://dx.doi.org/10.1002/9781119202769.

Full text
APA, Harvard, Vancouver, ISO, and other styles
29

Laurentis, Giacomo De, Renato Maino, and Luca Molteni. Developing, Validating and Using Internal Ratings: Methodologies and Case Studies. Wiley & Sons, Incorporated, John, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
30

Laurentis, Giacomo De, Renato Maino, and Luca Molteni. Developing, Validating and Using Internal Ratings: Methodologies and Case Studies. Wiley & Sons, Incorporated, John, 2011.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
31

Laurentis, Giacomo De, Renato Maino, and Luca Molteni. Developing, Validating and Using Internal Ratings: Methodologies and Case Studies. Wiley & Sons, Incorporated, John, 2011.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
32

G, Avesani Renzo, ed. Review and implementation of credit risk models of the financial sector assessment program. [Washington, D.C.?]: International Monetary Fund, 2006.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
33

International Trade Centre UNCTAD/WTO. Division of Trade Support Services., ed. How to evaluate trade credit requests: A guide for bankers and the scorecard : a risk analysis tool. Geneva: ITC, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
34

Zopounidis, Constantin, Michalis Doumpos, Christos Lemonakis, and Dimitrios Niklis. Analytical Techniques in the Assessment of Credit Risk: An Overview of Methodologies and Applications. Springer, 2018.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
35

Zopounidis, Constantin, Michalis Doumpos, Christos Lemonakis, and Dimitrios Niklis. Analytical Techniques in the Assessment of Credit Risk: An Overview of Methodologies and Applications. Springer, 2018.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
36

Ganguin, Blaise, and John Bilardello. Standard & Poor's Fundamentals of Corporate Credit Analysis. McGraw-Hill, 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
37

Ganguin, Blaise, and John Bilardello. Standard & Poor's Fundamentals of Corporate Credit Analysis. McGraw-Hill, 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
38

Stress Testing for Risk Control Under Basel II. Butterworth-Heinemann, 2006.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
39

White, Alan, and John Hull. Hull-White On Derivatives. Risk Books, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
40

Besedovsky, Natalia. Uncertain Meanings of Risk. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198820802.003.0011.

Full text
Abstract:
This chapter studies calculative risk-assessment practices in credit rating agencies. It identifies two fundamentally different methodological approaches for producing ratings, which in turn shape the respective conceptions of credit risk. The traditional approach sees ‘risk’ as an only partially calculable and predictable set of hazards that should be avoided or minimized. This approach is particularly evident in the production of country credit ratings and gives rise to ordinal rankings of risk. By contrast, structured finance rating practices conceive of ‘risk’ as both fully calculable and controllable; they construct cardinal measures of risk by assuming that ontological uncertainty does not exist and that models can capture all possible events in a probabilistic manner. This assumption—that uncertainty can be turned into measurable risk—is a necessary precondition for structured finance securities and has become an influential imaginary in financial markets.
APA, Harvard, Vancouver, ISO, and other styles
41

Fiordelisi, Franco, Corrado Meglio, Carlo Palego, Annalissa Richetto, Artem Danko, Maurizio Vallino, Pasqualina Porretta, Lorenzo Bocchi, Carlo Toffano, and Andrea Favretti. Pricing and risk adjusted measures. AIFIRM, 2021. http://dx.doi.org/10.47473/2016ppa00027.

Full text
Abstract:
The issue of risk-based pricing of credit loans has become crucial for banking companies, in a context characterized by severe restriction of profitability margins also in relation to a level of market interest rates which in the Euro area is at its lowest. historical, now firmly in the negative area. The same European Authorities urge the adoption of adequate and consistent adjusted pricing frameworks with respect to the business model, risk profile and overall risk governance of the bank. The methodological and organizational process for determining the risk-adjusted pricing is further complicated by the ongoing Covid19 pandemic which, through the highly asymmetrical impacts on customer segments and industrial sectors, makes the forward-looking and macroeconomic assessment of the sectors risk even more relevant.
APA, Harvard, Vancouver, ISO, and other styles
42

Tuite, Cl´ıodhna, Michael O’Neill, and Anthony Brabazon. Economic and Financial Modeling with Genetic Programming. Edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199844371.013.10.

Full text
Abstract:
This chapter focuses on genetic programming (GP), a stochastic optimization and model induction technique. An advantage of GP is that the modeler need not select the exact parameters to be used in the model beforehand. Rather, GP can effectively search a complex model space defined by a set of building blocks specified by the modeler. This flexibility has allowed GP to be used for many applications. The chapter reviews some of the most significant developments using GP: forecasting, stock selection, derivative pricing and trading, bankruptcy and credit risk assessment, and agent-based and economic modeling. Conclusions reached by studies investigating similar problems do not always agree; however, GP has proved useful across a wide range of problem areas. Recent and future work is increasingly concerned with adapting genetic programming to more dynamic environments and ensuring that solutions generalize robustly to out-of-sample data, to further improve model performance.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Credit risk assessment – Nigeria' for other source types:
Journal articles Dissertations / Theses
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography