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Credit Risk Management In and Out of the Financial Crisis
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Description
Description| Publisher | John Wiley & Sons Inc (US) |
| Author(s) | Anthony Saunders / Linda Allen |
| Subtitle | New Approaches to Value at Risk and Other Paradigms |
| Edition | 3 |
| Published | 19th April 2010 |
| Related course codes |
New Approaches to Value at Risk and Other Paradigms
A classic book on credit risk management is updated to reflectthe 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.
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