The Standard & Poor's Guide to Measuring and Managing Credit Risk

Author: Arnaud de Servigny
Edition: 1
Publisher: McGraw-Hill
Binding: Hardcover
ISBN: 0071417559
Price:
You Save: 50%

The Standard & Poor's Guide to Measuring and Managing Credit Risk

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.The Standard & Poor's Guide to Measuring and Managing Credit Risk review. 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 performanceRead full reviews of The Standard & Poor's Guide To Measuring And Managing Credit Risk, Arnaud De Ser.

Read The Standard & Poor's Guide to Measuring and Managing Credit Risk 1st Edition reviews by

STANDARD & POOR'S PRESS Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environment While credit risk may be the oldest source of risk in the financial markets, today's fastchanging regulations and transformative technologies present investment banks with problems that are new and daunting. The Standard & Poor's Guide to Measuring and Managing Credit Risk provides financial professionals with ac

http://www.superbookdeals.com/seo/?seoid=5&m=1796102

payment | shipping rates | returns The Standard Poor's Guide to Measuring and Managing Credit Risk Product Category :Books UPC :639785386049 ISBN :0071417559 Title :The Standard Poor's Guide to Measuring and Managing Credit Risk EAN :9780071417556 Authors :Arnaud de Servigny, Olivier Renault Binding :Hardcover Publisher :McGraw-Hill Publication Date :2004-03-26 Pages :388 Signed :False First Edition :False Dust Jacket :False List Price (MSRP) :70.00 Height :1.5000 inches Width :6.3000 inches Le

http://rover.ebay.com/rover/1/711-67261-24966-0/2?ipn=psmain&icep_vectorid=263602&mtid=691&kwid=1&crlp=1_263602&icep_item_id=330899560768&itemid=330899560768&icep_meta_categ_id=267&icep_etrs=Y&icep_epid=30442881&icep_ctlg=4&icep_cond=USED&icep_cbt=n&icep_msku_flag=n

http://www.alibris.com/search/books/invid/11626962894?cm_mmc=shopcompare-_-base-_-aisbn2-_-na

This book is written by Arnaud de Servigny, Olivier Renault Published by The McGraw-Hill Company In 2004 and is available in Hardback Usually Ships in 3 Days.

http://www.printsasia.com/book/the-standard-poor-s-guide-to-measuring-and-managing-credit-risk-arnaud-0071417559-9780071417556?utm_source=googlebook&utm_medium=opf&utm_campaign=feed

http://www.alibris.com/search/books/invid/11387408761?cm_mmc=shopcompare-_-base-_-aisbn2-_-na

The Standard & Poor's Guide to Measuring and Managing Credit Risk Reviews

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.