Measuring and managing credit risk /
Servigny, Arnaud de.
Measuring and managing credit risk / Arnaud de Servigny, Olivier Renault. - New York : McGraw-Hill, c2004. - xi, 466 p. : ill. ; 24 cm.
Includes bibliographical references.
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.
9780071417556 (hbk : alk. paper) 0071417559 (hbk : alk. paper)
2003018949
Credit--Management--Mathematical models.
Risk management--Mathematical models.
Credit ratings.
Derivative securities.
Default (Finance)
HG3751 / .S47 2004
332.1'068'1
Measuring and managing credit risk / Arnaud de Servigny, Olivier Renault. - New York : McGraw-Hill, c2004. - xi, 466 p. : ill. ; 24 cm.
Includes bibliographical references.
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.
9780071417556 (hbk : alk. paper) 0071417559 (hbk : alk. paper)
2003018949
Credit--Management--Mathematical models.
Risk management--Mathematical models.
Credit ratings.
Derivative securities.
Default (Finance)
HG3751 / .S47 2004
332.1'068'1