Title Measuring and managing credit risk / Arnaud de Servigny, Olivier Renault

Published New York : McGraw-Hill, 2004

Copies

Location	Call no.	Vol.	Availability
MELB	332.10681 Ser/Mam		AVAILABLE

Description xi, 466 pages : illustrations ; 24. cm Contents Ch. 1. Credit, financial markets, and microeconomics -- Ch. 2. External and internal ratings -- Ch. 3. Default risk : quantitative methodologies -- Ch. 4. Loss given default -- Ch. 5. Default dependencies -- Ch. 6. Credit risk portfolio models -- Ch. 7. Credit risk management and strategic capital allocation -- Ch. 8. Yield spreads -- Ch. 9. Structured products and credit derivatives -- Ch. 10. Regulation Notes At head of title on dust jacket: Standard & Poor's Bibliography Includes bibliographical references and index Subject Credit -- Management -- Mathematical models. Risk management -- Mathematical models. Credit ratings. Derivative securities. Default (Finance) Author Renault, Olivier. LC no. 2003018949 ISBN 0071417559 Hardcover alkaline paper

Other Titles Standard and Poor's guide to measuring and managing credit risk

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