The handbook of credit risk management : originating, assessing, and managing credit exposures /

"In their research for this book, the authors found numerous books about financial statement analysis, highly technical publications about (credit) portfolio theory, and highly technical books about facets of credit risk management such as credit scoring and distance-to-loss models. Some books...

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Bibliographic Details
Main Authors: Bouteille, Sylvain.
Group Author: Coogan-Pushner, Diane.
Published: Wiley,
Publisher Address: Hoboken, New Jersey :
Publication Dates: [2022]
Literature type: Book
Language: English
Edition: Second edition.
Series: Wiley finance
Subjects:
Summary: "In their research for this book, the authors found numerous books about financial statement analysis, highly technical publications about (credit) portfolio theory, and highly technical books about facets of credit risk management such as credit scoring and distance-to-loss models. Some books and texts were loosely associated collections of papers by various authors, which lacked cohesion. And, while these books proved to be un-workable in a lecture-format classroom environment, the authors also felt that they would not be instructive for the busy professional who needs learn about CRM, independently, in his or her spare time. In contrast, the Handbook offers a holistic treatment of credit risk management, written to be readable and simple to understand, and presented in a logical format that is consistent with a commonly employed risk management framework: Identification, Measurement, Pricing/Capital Allocation, Mitigation and Transfer/Distribution. The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For all professionals, understanding credit risk measurement as a discipline is now more important than ever."--
Carrier Form: xxiii, 392 pages : illustrations ; 24 cm.
Bibliography: Includes bibliographical references and index.
ISBN: 9781119835639 (hardback) :
1119835631
Index Number: HG3751
CLC: F830.5
Call Number: F830.5/B778/2nd ed.