Measuring and Managing Credit Risk

by Arnaud de Servigny

Book Overview

Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environment

Measuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful, proven program for understanding and controlling your firm's credit risk. Providing hands-on answers on practical topics from capital management to correlations, and supporting its theories with up-to-the-minute data and...

• Format: Hardcover
• Language: English
• ISBN: 0071417559
• ISBN13: 9780071417556
• Release Date: April 2004
• Publisher: McGraw-Hill Companies
• Length: 480 Pages
• Weight: 1.86 lbs.
• Dimensions: 1.5" x 5.9" x 9.3"