Автор: Anthony Saunders
Credit Risk Management In and Out of the Financial Crisis. New Approaches to Value at Risk and Other Paradigms
Anthony Saunders
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...
Credit Risk Measurement. New Approaches to Value at Risk and Other Paradigms
Anthony Saunders
The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals,...
Understanding Market, Credit, and Operational Risk
Anthony Saunders
A step-by-step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating...
