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Item Details
Title: CREDIT RISK MEASUREMENT IN AND OUT OF THE FINANCIAL CRISIS, THIRD EDITION
NEW APPROACHES TO VALUE AT RISK AND OTHER PARADIGMS
By: Anthony Saunders, Linda Allen
Format: Hardback

List price: £75.00
Our price: £54.75
Discount:
27% off
You save: £20.25
ISBN 10: 0470478349
ISBN 13: 9780470478349
Availability: Usually dispatched within 1-3 weeks.
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Publisher: JOHN WILEY AND SONS LTD
Pub. date: 19 April, 2010
Edition: 3rd Revised edition
Series: Wiley Finance
Pages: 400
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.
Synopsis: 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 them * Concentrates on the underlying economics to objectively evaluate new models * Includes 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.
Publication: UK
Imprint: John Wiley & Sons Ltd
Returns: Returnable
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