Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms /
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| Author / Creator: | Saunders, Anthony, 1949- |
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| Edition: | 3rd ed. |
| Imprint: | Hoboken, N.J. : Wiley, ©2010. |
| Description: | 1 online resource (xvi, 380 pages) : illustrations |
| Language: | English |
| Series: | Wiley finance series Wiley finance series. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/13597491 |
| Summary: | A classic book on credit risk management is updated to reflect the current economic crisis <p> Credit Risk Management In and Out of the Financial Crisi s 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.</p> <p>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.</p> Breaks down the latest credit risk measurement and modeling techniques and simplifies many of the technical and analytical details surrounding them Concentrates on the underlying economics to objectively evaluate new models Includes new chapters on how to prevent another crisis from occurring <p>Understanding credit risk measurement is now more important than ever. Credit Risk Management In and Out of the Financial Crisi s will solidify your knowledge of this dynamic discipline.</p> |
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| Physical Description: | 1 online resource (xvi, 380 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118267981 1118267982 9780470622360 0470622369 9780470622384 0470622385 9780470478349 0470478349 |