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Credit Risk Measurement In And Out Of The Financial Crisis : new approaches to value at risk and other paradigms

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.

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Detail Information
Series Title
-
Call Number
658.15 ANT c
Publisher
New Jersey : John Wiley & sons, Ltd.,
Collation
xvi, 380 hlm.: ilus.
Language
English
ISBN/ISSN
978-0-470-47834-9
Classification
658.15
Content Type
text
Media Type
unmediated
Carrier Type
online resource
Edition
Ed. 3
Subject(s)
Financial Managements
Specific Detail Info
-
Statement of Responsibility
Other version/related
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