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Managing Credit Risk
Description
Written with the serious financial professional in mind, Managing Credit Risk, Second Edition opens with a detailed discussion of today's global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you'll be introduced to some of the most effective credit risk management tools, techniques, and vehicles currently available, including:
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Credit models for small business, real estate, and emerging market companies
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Default recovery rates and "loss given default" in credit risk modeling and practice
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Credit risk models based on accounting data and market values
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Testing and implementation of credit risk models
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The most popular forms of credit derivatives and approaches that can be used to analyze counterparty credit risk and much more
Rounding out this discussion of credit risk management, the authors skillfully integrate emerging trends in the financial markets with the new methods mentioned. This will allow you to quickly apply the lessons outlined throughout these pages to today's dynamic credit environment.
In recent years, credit risk has become pervasive throughout the world. The dramatic growth in borrowing by all segments of society—from corporations and consumers to governments—clearly illustrates the scale of this credit explosion. If you need to keep up with the constant changes in the world of credit risk management, and want to improve your overall understanding of this field, then look no further than Managing Credit Risk, Second Edition.
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