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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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