Frontiers in Credit Risk: Concepts and Techniques for Applied Credit Risk Measurement Book

"This book provides in-depth analysis and strategic insight into the myriad credit issues facing Chief Risk Officers, Chief Credit Officers and Credit Risk staff at almost all financial institutions today. It offers valuable advice whether you are seeking to structure a CDO, calculate your potential credit exposure in your derivatives portfolio, or seeking to build or validate an internal credit model. Written by leading authors from academia as well as practitioners and backed by timely and relevant examples, the book collectively provides a very impressive source of knowledge for risk practitioners." -- David P. Belmont, Director Group Risk Control, Nexgen Financial Solutions "Up until now it has been difficult for anyone not involved in credit risk measurement on a day-to-day basis to gain a comprehensive and thorough understanding of the subject. This book helps to fill this gap by providing a understanding of the subject. This book helps to fill this gap by providing a detailed review of the techniques, issues and developments in this area - all presented in an accessible and authoritative manner." -- John Martin, Managing Director,Zurich Risk & Value Advisory Limited "Gordian Gaeta and his colleagues have assembled an impressive rainbow of perspective on credit risk and how it should be analyzed. There is something for everyone in this collection, and everyone who reads it will come away with some provocative ideas on how to do credit analysis in a more sophisticated way." -- Donald R. van Deventer, President and Chief Executive Officer, Kamakura Corporation "This is an excellent collection that brings together the finest work from academia, consultants, fund managers and banks on new topics in credit risk measurement. It deserves to be on the shelf of all credit professionals and anyone else interested in the cutting-edge of credit risk measurement." -- Drake Pike, Deputy Head of Credit (Asia), Lehman BrothersRead More