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Advanced Credit Risk Analysis
Description
The assessment and effective management of credit risk is fundamental to the success of any financial institution. However, the increasing sophistication of financial instruments, many of which are over-the-counter products, has demonstrated that traditional methods of evaluation of risk are no longer adequate. Even "common practice" now requires advanced methodologies.
The first comprehensive and detailed compendium of credit risk models. This book is an absolute must for all the students and risk professionals who need to understand the modern foundations of credit risk management.
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