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...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Incorporated
[2022]
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| Edición: | Second edition |
| Colección: | Wiley Finance
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009645708606719 |
| Sumario: | "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."-- |
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| Notas: | Includes index. |
| Descripción Física: | 1 online resource (419 pages) |
| ISBN: | 9781119835646 9781119835653 |
