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Derivative Credit Risk 2nd Edition Further Advances in Measurement and Management
Incisive Media, Sep 1999, Pages: 280
Latest edition of the best-selling title focusing on uncertain credit exposure and the range of challenges facing institutions wishing to achieve optimal credit risk management
-Completely revised and updated edition
-New writing examines a range of issues including uncertain credit exposures, risk migration and aggregation and credit risk as part of the entire risk management strategy
-Analyses credit risk as part of the entire risk management strategy
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