by Anthony Saunders, Linda Allen · Wiley · tapa dura · ISBN 9780471219101
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«Credit Risk Measurement» is the credit risk handbook by Anthony Saunders and Linda Allen, published by Wiley in hardcover (336 pages, in English).
The book reviews alternative approaches to assessing the credit risk of borrowers and portfolios, describes pricing and modeling techniques, devotes chapters to intensity-based models, and analyzes banking regulatory changes, including the New Basel Capital Accord.
Work in the Wiley Finance series; full title: «Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms». Published on March 15, 2002, it is the second edition.
Intended for credit risk professionals, bankers, regulators, economists, and finance students.
Tapa dura
