Synopsis
Good Condition. The book is in good condition overall, but there are some minor marks on the cover and around the edges of the book. This text provides a compilation of academic papers, bringing together key models and management techniques on credit risk. It contains practical information on how to use modelling and measurement tools for managing credit risk, with specially commissioned writings from the RiskMetrics Group.
"synopsis" may belong to another edition of this title.
Review
I recommend this book for sophisticated readers who want a broad introduction to the literature on credit risk. Not only are the papers important in their own right, but together they form a cohesive whole. Extensive lists of references provide plenty of opportunities for further reading. -- Glyn Holton, Contingency Analysis
Overall the book brings together a very interesting collection of up to date thoughts and techniques on credit risk management. The final section provides a more practical guide written by leading figures in the industry. -- Nick Wilson, ICM Professor of Credit Management
From the Publisher
A cohesive, extensively referenced collection covering risky bonds, valuation of risky debt, credit ratings, migration alternatives and management of credit risk for the practitioner.
* An edited collection of new writing and reference papers in 5 sections including portfolio credit modelling, valuation and trends in credit rating
* Special section on managing credit risk for the practitioner
"About this title" may belong to another edition of this title.