Managing Credit Risk
Managing Credit Risk
State-of-the-art tools and techniques for controlling credit risk exposure of all types, in every environment
The oldest risk in world financial markets--credit risk--has become a
leading source of problems and confusion, not just for bankers and
investors but for all finance professionals.
The Standard & Poor's Guide to Measuring and Managing Credit Risk will
help you understand every aspect of credit risk, and provide you with
today's most up-to-date techniques and models for identifying,
measuring, monitoring, and controlling your organization's credit risk
exposure.
Praise for The Standard & Poor's Guide to Measuring and Managing Credit Risk:
"de Servigny and Renault have written a valuable reference book on the
analytics of credit markets. Theory and data are integrated seamlessly
throughout the manuscript. The mathematical treatment is complete,
though not overbearing. The economics, pricing, structuring and capital
allocation aspects are artfully combined into a coherent whole."
--Jamil Baz, Global Head of Fixed Income Research, Deutsche Bank
"This
is much more than just a 'how to' book--it is analytically complete in
that it looks at the microeconomics of industry structure to understand
why credit risks have to be measured and monitored as well as being
comprehensive in covering all the different approaches used to monitor
and measure credit risk."
--Bunt Ghosh, Global Head of Fixed Income Research, Credit Suisse First Boston
"This extensive work, really clear while dealing with sophisticated methodologies, is right in the heart of today's concerns."
--Jean-Pierre Mustier, CEO, SG Corporate and Investment Banking
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Managing Credit Risk