Credit Risk Management In and Out of the Financial Crisis : New Approaches to Value at Risk and Other Paradigms Hardback
by Anthony Saunders, Linda (Baruch College, City University of New York) Allen
Part of the Wiley Finance series
Hardback
Description
A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology.
This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis. Authors Anthony Saunders and Linda Allen address everything from the implications of new regulations to how the new rules will change everyday activity in the finance industry.
They also provide techniques for modeling-credit scoring, structural, and reduced form models-while offering sound advice for stress testing credit risk models and when to accept or reject loans. Breaks down the latest credit risk measurement and modeling techniques and simplifies many of the technical and analytical details surrounding themConcentrates on the underlying economics to objectively evaluate new modelsIncludes new chapters on how to prevent another crisis from occurring Understanding credit risk measurement is now more important than ever.
Credit Risk Management In and Out of the Financial Crisis will solidify your knowledge of this dynamic discipline.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:400 pages, Charts: 81 B&W, 0 Color; Tables: 49 B&W, 0 Color; Graphs: 0 B&W, 0 Color
- Publisher:John Wiley & Sons Inc
- Publication Date:28/05/2010
- Category:
- ISBN:9780470478349
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Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:400 pages, Charts: 81 B&W, 0 Color; Tables: 49 B&W, 0 Color; Graphs: 0 B&W, 0 Color
- Publisher:John Wiley & Sons Inc
- Publication Date:28/05/2010
- Category:
- ISBN:9780470478349
