Credit Risk Management In and Out of the Financial Crisis

Credit Risk Management In and Out of the Financial Crisis
Автор
 
Год
 
Страниц
 
380
ISBN
 
9780470478349
Категория
 
Книги издательства Willey

Описание:

Credit Risk Measurement In and Out of the Financial Crisis A newly revised edition of a classic work on credit risk measurement Credit Risk Measurement 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. In this update to their well–received Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms , authors Anthony Saunders and Linda Allen address all the implications of new regulations and how the new rules will change everyday activity in the finance industry. They provide techniques for modeling—credit scoring, structural default prediction models, and reduced form models—while offering sound advice for stress testing credit risk models.They also examine credit derivatives—a key factor in the global financial crisis of 2007–2009—and discuss mechanisms for measuring and managing their...

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