Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environment Measuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful, proven program for understanding and controlling your firm's credit risk. Providing hands-on answers on practical topics from capital management to correlations, and supporting its theories with up-to-the-minute data and insights, this authoritative book examines every key aspect of credit risk, including: ...
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Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environment Measuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful, proven program for understanding and controlling your firm's credit risk. Providing hands-on answers on practical topics from capital management to correlations, and supporting its theories with up-to-the-minute data and insights, this authoritative book examines every key aspect of credit risk, including: Determinants of credit risk and pricing/spread implications Quantitative models for moving beyond Altman's Z score to separate "good" borrowers from "bad" Key determinants of loss given default, and potential links between recovery rates and probabilities of default Measures of dependency including linear correlation, and the impact of correlation on portfolio losses A detailed review of five of today's most popular portfolio models--CreditMetrics, CreditPortfolioView, Portfolio Risk Tracker, CreditRisk+, and Portfolio Manager How credit risk is reflected in the prices and yields of individual securities How derivatives and securitization instruments can be used to transfer and repackage credit risk Today's credit risk measurement and management tools and techniques provide organizations with dramatically improved strength and flexibility, not only in mitigating risk but also in improving overall financial performance. Measuring and Managing Credit Risk introduces and explores each of these tools, along with the rapidly evolving global credit environment, to provide bankers and other financial decision-makers with the know-how to avoid excessive credit risk where possible--and mitigate it when necessary.
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Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $4.18, very good condition, Sold by PlumCircle rated 5.0 out of 5 stars, ships from West Mifflin, PA, UNITED STATES, published 2004 by McGraw-Hill Education.
Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $5.59, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by McGraw-Hill Education.
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Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $29.85, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2004 by McGraw Hill.
Add this copy of Measuring and Managing Credit Risk to cart. $31.92, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Mcgraw Hill.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Book contains pencil markings In fair condition, suitable as a study copy. Dust jacket in fair condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 950grams, ISBN: 9780071417556.
Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $34.49, new condition, Sold by Warriors SG rated 5.0 out of 5 stars, ships from Somerset, NJ, UNITED STATES, published 2004 by McGraw-Hill Companies.
Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $46.13, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2004 by McGraw Hill.
Add this copy of Measuring and Managing Credit Risk to cart. $47.98, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2004 by McGraw-Hill Companies.
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New. Sewn binding. Cloth over boards. 480 p. Contains: Unspecified. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Measuring and Managing Credit Risk to cart. $47.98, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2004 by McGraw-Hill Companies.
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Fine. Sewn binding. Cloth over boards. 480 p. Contains: Unspecified. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
