This book offers state-of-the-art tools and techniques for controlling credit risk exposure of all types, in every environment. The oldest risk in world financial markets - credit risk - has become a leading source of problems and confusion, not just for bankers and investors but for all finance professionals."The Standard & Poor's Guide to Measuring and Managing Credit Risk" will help you understand every aspect of credit risk, and provide you with today's most up-to-date techniques and models for identifying, measuring, ...
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This book offers state-of-the-art tools and techniques for controlling credit risk exposure of all types, in every environment. The oldest risk in world financial markets - credit risk - has become a leading source of problems and confusion, not just for bankers and investors but for all finance professionals."The Standard & Poor's Guide to Measuring and Managing Credit Risk" will help you understand every aspect of credit risk, and provide you with today's most up-to-date techniques and models for identifying, measuring, monitoring, and controlling your organization's credit risk exposure. 'de Servigny and Renault have written a valuable reference book on the analytics of credit markets. Theory and data are integrated seamlessly throughout the manuscript. The mathematical treatment is complete, though not overbearing. The economics, pricing, structuring and capital allocation aspects are artfully combined into a coherent whole' - Jamil Baz, Global Head of Fixed Income Research, Deutsche Bank.' This is much more than just a 'how to' book - it is analytically complete in that it looks at the microeconomics of industry structure to understand why credit risks have to be measured and monitored as well as being comprehensive in covering all the different approaches used to monitor and measure credit risk' - Bunt Ghosh, Global Head of Fixed Income Research, Credit Suisse First Boston. 'This extensive work, really clear while dealing with sophisticated methodologies, is right in the heart of today's concerns' - Jean-Pierre Mustier, CEO, SG Corporate and Investment Banking. "de Servigny and Renault provide a comprehensive treatment of all aspects of modern credit risk measurement, management, and mitigation, not only for large corporations but also for retail and small business (with an excellent chapter on credit scoring).This book is an absolute must for both academics and risk professionals, especially those struggling with the implementation of Basel II' - Michel Crouhy, Head of Business Analytic Solutions, Canadian Imperial Bank of Commerce. Fast-changing regulations, transformative technologies, and today's go-for-broke business mentality present investment banks and other lenders with default problems that are both unprecedented and daunting. To keep pace with this change, finance professionals are finding they must continually review and upgrade their credit risk management tools and techniques. "The Standard & Poor's Guide to 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 discerning 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; and, 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. "The Standard & Poor's Guide to Measuring and Managing Credit Risk" introduces and explores each of these tools, along with the rapidly evolving global credit environment, to provid
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Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $1.96, good condition, Sold by KuleliBooks rated 5.0 out of 5 stars, ships from Phoenix, AZ, UNITED STATES, published 2004 by McGraw-Hill Companies.
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Good. The book may have minor cosmetic wear (i.e. creased spine/cover, scratches, curled corners, folded pages, minor sunburn, minor water damage, minor bent). The book may have some highlights/notes/underlined pages-Accessories such as CD, codes, toys, may not be included-Safe and Secure Mailer-No Hassle Return.
Add this copy of Measuring and Managing Credit Risk to cart. $2.30, like new condition, Sold by ThriftBooks-Dallas rated 4.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by McGraw-Hill Companies.
Add this copy of Measuring and Managing Credit Risk to cart. $2.30, very good condition, Sold by ThriftBooks-Baltimore rated 4.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 2004 by McGraw-Hill Companies.
Add this copy of Measuring and Managing Credit Risk to cart. $2.30, good condition, Sold by ThriftBooks-Dallas rated 4.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by McGraw-Hill Companies.
Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $4.00, 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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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $5.00, 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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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of The Standard & Poor's Guide to Measuring and Managing to cart. $13.12, very good condition, Sold by Wonder Book - Member ABAA/ILAB rated 5.0 out of 5 stars, ships from Frederick, MD, UNITED STATES, published 2004 by McGraw-Hill Companies.
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Very Good. Very Good condition. Very Good dust jacket. (Risk Management, Finance) A copy that may have a few cosmetic defects. May also contain a few markings such as an owner's name, short gifter's inscription or light stamp.
Add this copy of Measuring and Managing Credit Risk to cart. $28.80, fair condition, Sold by Anybook rated 4.0 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. $28.94, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2004 by McGraw Hill.
Add this copy of Measuring and Managing Credit Risk to cart. $60.46, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2004 by McGraw-Hill Companies.
