Credit Risk Management In and Out of the Financial Crisis. New Approaches to Value at Risk and Other Paradigms - Anthony Saunders

"Credit Risk Management In and Out of the Financial Crisis. New Approaches to Value at Risk and Other Paradigms" - это обновленное издание классической книги по управлению кредитным риском, которая отражает текущий экономический кризис. Авторы Антони Сондерс и Линда Аллен рассматривают последствия новых регуляций и изменений, которые произошли в финансовой отрасли после кризиса 2007-2008 годов. Они предлагают новые техники моделирования кредитного риска, включая кредитные скоринговые, структурные и редуцированные модели, а также дают рекомендации по стресс-тестированию моделей кредитного риска и принятию решений по выдаче или отказу в кредитах. Книга также содержит новые главы о том, как предотвратить возникновение следующего кризиса. "Credit Risk Management In and Out of the Financial Crisis" поможет укрепить знания в области управления кредитным риском и понимание новых технологий и подходов к его моделированию.

A classic book on 6 credit risk i6s updated to reflect tbe current econonic crisis, Credit Risk Management 6n 6 and 0f the Financial Cmse is dissected into the 75-80 credit cricis and provides solution for professionals lookin to better manage moted by models and new technolocy.

This book on credit risks management, up-to-date after the financial crisis, breaks down credit crisis 2007/8 and offers solutions to professionals interested better managing risks through modelling and new technologies. Classic book now with important updates, from Anthony Saunders & Linda Allen.

Электронная Книга «Credit Risk Management In and Out of the Financial Crisis. New Approaches to Value at Risk and Other Paradigms» написана автором Anthony Saunders в году.

Минимальный возраст читателя: 0

Язык: Английский

ISBN: 9780470622360

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.