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Author :
Release : 2004
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Special Issue: Retail Credit Risk Management and Measurement by :
Download or read book Special Issue: Retail Credit Risk Management and Measurement written by . This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mitchell Berlin
Release : 2004
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Special Issue on Retail Credit Risk Management and Measurement by : Mitchell Berlin
Download or read book Special Issue on Retail Credit Risk Management and Measurement written by Mitchell Berlin. This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mitchell Berlin
Release : 2004
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Retail Credit Risk by : Mitchell Berlin
Download or read book Retail Credit Risk written by Mitchell Berlin. This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. Anolli
Release : 2013-01-29
Genre : Business & Economics
Kind : eBook
Book Rating : 765/5 ( reviews)
Book Synopsis Retail Credit Risk Management by : M. Anolli
Download or read book Retail Credit Risk Management written by M. Anolli. This book was released on 2013-01-29. Available in PDF, EPUB and Kindle. Book excerpt: Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management.
Author : Darrell Duffie
Release : 2012-01-12
Genre : Business & Economics
Kind : eBook
Book Rating : 178/5 ( reviews)
Book Synopsis Credit Risk by : Darrell Duffie
Download or read book Credit Risk written by Darrell Duffie. This book was released on 2012-01-12. Available in PDF, EPUB and Kindle. Book excerpt: In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads. Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.
