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Credit Risk: Models and Management 2nd Edition
Incisive Media, April 2004, Pages: 638
Building upon the seminal work established in the first best selling edition, this fully revised multi-author reference collection brings you up-to date with a complete and cohesive examination on the latest techniques for credit risk assessment and management
- Contains practical and timely information on how to use the newest modelling and measurement tools for managing credit risk with specially commissioned chapters, evaluation and comment from leading practitioners and academics actively involved within the industry
- Utilises statistical evidence backed by astute commentary to provide a modern and relevant explanation on all the various elements of credit risk
- Subdivided into five main reference sections - each with introductions to illustrate their significance and explain the main points to be discussed -
Risky Bonds in the Portfolio and Market Context
Valuation of Risky Debt
Default Probabilities, Recoveries and Credit Ratings
Structured Credit Products
Practitioners' Tools to Managing Credit Risk
Indispensable to those who are involved or must deal with credit risk at any level
'A great resource for current credit risk practitioners seeking the latest thinking on credit risk models and management techniques. The clear, concise and easily understood explanations provided in the book of the relationships between different credit risk methodologies and perspectives are unique and timely.'
Richard Apostolik, President, Global Association of Risk Professionals
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