- Hardcover: 336 pages
- Publisher: John Wiley & Sons; 2nd Edition edition (20 Mar 2002)
- Language English
- ISBN-10: 047121910X
- ISBN-13: 978-0471219101
- Product Dimensions: 23 x 15.6 x 3 cm
- Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
- Amazon Bestsellers Rank: 1,137,407 in Books (See Top 100 in Books)
- See Complete Table of Contents
Credit Risk Measurement
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More About the Author
Product Description
Ed Altman, Max L. Heine Professor of Finance, NYU Stern School of Business
"Credit risk management and portfolio decisions on credit assets have become far more complex and controversial in recent years. Tony Saunders has written an important cogent summary and analysis of the various new models that have emerged in recent years to tackle these complexities. Never has this type of analysis been more relevant - a must read for credit practitioners, banking regulators, and researchers of financial institutions and markets."
--This text refers to an alternate
Hardcover
edition.
Manuel Sabastiao, Executive Director, Insurance Supervisory Authority, Portugal
"For several years, bankers, professors, and students alike have been searching in vain, looking for the 'missing book' on credit risk measurement and models, a book that would combine an overarching perspective with practical advice on a subject increasingly important worldwide. Once again, Professor Saunders has come to the rescue in the nick of time, with Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, a comprehensive volume that brings the necessary transparency to the issues that have heretofore been only translucent."
--This text refers to an alternate
Hardcover
edition.
Inside This Book
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First Sentence
In recent years, a revolution has been brewing in risk as it is both measured and managed. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
In recent years, a revolution has been brewing in risk as it is both measured and managed. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Customer Reviews
Most Helpful Customer Reviews
10 of 10 people found the following review helpful
Format:Hardcover
Currently I am working on my master thesis at university. The topic of my essay concerns credit risk management and hedging. I have recently read Mr. Saunders's book and have to say that it was very comprehensive for me - a student with some theoretical and zero practical knowledge of the field. Risk management methods were presented clearly. The depth of each presentation was adjusted for a beginner-reader, therefore I don't know whether a more advanced risk manager would find any new information. Although I guess the book could serve as a great reference tool. As far as language is concerned I can only say that the Polish translation is acceptably comprehensive. The original version should be alike. I have not encountered passages I'd have to read several times to grasp the author's idea (as it is often the case in various other handbooks), which, for me, is a great advantage of this book. I recommend it to everyone, who is new to the firld of credit risk and its management. It is simply a good book and it is worth the money (and effort put inot reading and understanding it).
Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
4 reviews
26 of 30 people found the following review helpful
Good intro, but not enough details
20 Jun 2000
Format:Hardcover
I have a copy of this book. It covers popular credit risk models and things like RAROC, etc. These concepts have been discussed extensively in the industry but I assume this is the first in the book form. The book does a good job in presenting basic ideas. However, if you are looking for technical details, you best bets are still the original technical documentations (CreditMetrics, CreditRisk+, KMV, etc). Nevertheless this book is a useful survey of the current stable of models. Besides, it is not very expensive.
15 of 18 people found the following review helpful
Don't waste your time
8 Dec 2002
Format:Hardcover
Working in the banking industry I was turned on to this book by a colleague and what a colossal waste of time reading this was. The vast majority of this book's models are outdated and if Mr. Saunders was trying to write a historical piece he has accomplished that in spades. Nothing in this book is relevant and it is obvious the esteemed Mr. Saunders lent his name to a very poor book that he probably should have glanced through if not read. Linda Allen should probably get some real world experience because she is wasting people's time with her research.
1 of 2 people found the following review helpful
Good intro, but not enough details
21 Jun 2000
Format:Hardcover
I have a copy of this book. It covers popular credit risk models and things like RAROC, etc. These concepts have been discussed extensively in the industry but I assume this is the first in the book form. The book does a good job in presenting basic ideas. However, if you are looking for technical details, you best bets are still the original technical documentations (CreditMetrics, CreditRisk+, KMV, etc). Nevertheless this book is a useful survey of the current stable of models. Besides, it is not very expensive.
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