Titlebook: CreditRisk+ in the Banking Industry; Matthias Gundlach,Frank Lehrbass Book 2004 Springer-Verlag Berlin Heidelberg 2004 Asset Backed Securi

Nomogram

d shortcomings. We will focus on the usage of CreditRisk. in the context of ABS pricing, outline the prerequisites for running the model in practice and finally discuss the pricing of a simple ABS structure with CreditRisk..