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Credit Risk Management In and Out of the Financial Crisis

New Approaches to Value at Risk and Other Paradigms

Anthony Saunders Linda Allen (Baruch College, City University of New York)

$157.95

Hardback

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English
John Wiley & Sons Inc
19 April 2010
Series: Wiley Finance
A classic book on credit risk management is updated to reflect the current economic crisis

Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis.

Authors Anthony Saunders and Linda Allen address everything from the implications of new regulations to how the new rules will change everyday activity in the finance industry. They also provide techniques for modeling-credit scoring, structural, and reduced form models-while offering sound advice for stress testing credit risk models and when to accept or reject loans.

Breaks down the latest credit risk measurement and modeling techniques and simplifies many of the technical and analytical details surrounding them Concentrates on the underlying economics to objectively evaluate new models Includes new chapters on how to prevent another crisis from occurring

Understanding credit risk measurement is now more important than ever. Credit Risk Management In and Out of the Financial Crisis will solidify your knowledge of this dynamic discipline.
By:   , ,
Imprint:   John Wiley & Sons Inc
Country of Publication:   United States
Edition:   3rd edition
Dimensions:   Height: 236mm,  Width: 161mm,  Spine: 32mm
Weight:   612g
ISBN:   9780470478349
ISBN 10:   0470478349
Series:   Wiley Finance
Pages:   400
Publication Date:  
Audience:   General/trade ,  ELT Advanced
Format:   Hardback
Publisher's Status:   Active

ANTHONY SAUNDERS is the John M. Schiff Professor of Finance and former chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors as well as the Council of Research Advisors for the Federal National Mortgage Association, and has been a visiting scholar at the Comptroller of the Currency and at the International Monetary Fund. LINDA ALLEN is the Presidential Professor of Finance at the Zicklin School of Business at Baruch College, City University of New York (CUNY), and Adjunct Professor of Finance at the Stern School of Business, New York University. She has been a member of the Standard & Poor's Academic Council since its formation in 2004. Professor Allen has published extensively in top academic journals in finance and economics.

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