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THE STANDARD & POOR'S GUIDE TO MEASURING AND MANAGING By De Arnaud NEW - Picture 1 of 1

Measuring and Managing Credit Risk by Olivier Renault and Arnaud de Servigny (2004, Hardcover)

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THE STANDARD & POOR'S GUIDE TO MEASURING AND MANAGING CREDIT RISK By De Arnaud Servigny & Olivier Renault - Hardcover **BRAND NEW**.

About this product

Product Identifiers

PublisherMcgraw-Hill Education

ISBN-100071417559

ISBN-139780071417556

eBay Product ID (ePID)30442881

Product Key Features

Number of Pages480 Pages

LanguageEnglish

Publication NameMeasuring and Managing Credit Risk

SubjectInvestments & Securities / Derivatives, Public Finance, Decision-Making & Problem Solving, Finance / General

Publication Year2004

TypeTextbook

Subject AreaBusiness & Economics

AuthorOlivier Renault, Arnaud De Servigny

FormatHardcover

Dimensions

Item Height1.6 in

Item Weight28 Oz

Item Length9.1 in

Item Width6.3 in

Additional Product Features

Intended AudienceScholarly & Professional

LCCN2003-018949

Dewey Edition22

IllustratedYes

Dewey Decimal332.1/068/1

SynopsisToday'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. 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.

LC Classification NumberHG3751.S47 2004