TY  - BOOK
AU  - Saunders,Anthony
AU  - Allen,Linda
TI  - Credit risk measurement: new approaches to value at risk and other paradigms 
SN  - 047121910X (cloth : alk. paper)
AV  - HG1641 .S33 2002
U1  - 332.1'2'0684 
PY  - 2002///
CY  - New York
PB  - John Wiley
KW  - Bank management
KW  - Risk management
KW  - Credit
KW  - Bank loans
N1  - Includes bibliographical references (p. 258-275) and index
N2  - This book follows a ''building block'' approach. Chapter 1 provides the motivation for the recent growth of the new credit risk models. Chapter 2 briefly overviews traditional models of credit risk measurement. Chapter 3 through 8 examine the approaches of the new models to evaluating individual borrower(or counterparty) credit risk and to the valuation of individual loans
UR  - http://www.loc.gov/catdir/description/wiley036/2002005431.html
UR  - http://www.loc.gov/catdir/bios/wiley044/2002005431.html
UR  - http://www.loc.gov/catdir/toc/wiley022/2002005431.html
ER  -