Stock Image

CREDIT RISK:MODELS AND MANAGEMENT

DAVID SHIMKO

2 ratings by Goodreads
ISBN 10: 1904339212 / ISBN 13: 9781904339212
Published by RISK BOOKS, 2004
Condition: Good Hardcover
From Moe's Books (Berkeley, CA, U.S.A.)

AbeBooks Seller Since May 26, 2003 Seller Rating 4-star rating

Quantity Available: 1

Buy Used
Price: US$ 60.00 Convert Currency
Shipping: US$ 3.99 Within U.S.A. Destination, rates & speeds
Add to basket

30 Day Return Policy

About this Item

Back cover edge badly scuffed. Bookseller Inventory # 1092386

Ask Seller a Question

Bibliographic Details

Title: CREDIT RISK:MODELS AND MANAGEMENT

Publisher: RISK BOOKS

Publication Date: 2004

Binding: Hard Cover

Book Condition:Good

Dust Jacket Condition: No Jacket

About this title

Synopsis:

Building upon the work established in the first edition, this fully revised multi-author reference collection brings the reader up-to-date with a complete and cohesive examination on the latest techniques for credit risk assessment and management. Shimko collates and presents practical and timely information on how to use the newest modelling and measurement tools for managing credit risk with specially commissioned chapters, evaluation and comment from leading practitioners and academics actively involved within the industry. The authors utilise statistical evidence backed by astute commentary to provide a modern and relevant explanation on all the various elements of credit risk. The book is subdivided into five main reference sections - each with introductions to illustrate their significance and explain the main points to be discussed: risky bonds in the portfolio and market context; valuation of risky debt; default probabilities, recoveries and credit ratings; structured credit products; and practitioners' tools to managing credit risk.

About the Author:

David Shimko is Founder and President of Risk Capital Management Partners LLC, and is Senior Lecturer in finance at the Harvard Business School. He consults extensively with senior executives globally in the area of risk-based corporate finance, strategic risk management, credit risk management, risk policy and implementation. He also serves on the Board of Trustees of the Global Association of Risk Professionals and is active in the association. Before founding RCM, David worked with Bankers Trust as Principal and Head of the Risk Management Advisory Group. Prior to Bankers Trust, he was Vice President and Head of Risk Management Research at J.P. Morgan Securities. He also managed Commodity Derivatives Research on J.P. Morgan's trading desk. David was Assistant Professor of Finance at the University of Southern California. He has published over 50 academic and trade articles on strategic issues and the practice of risk management, including the first edition of this text. He has written a technical textbook at the PhD level entitled Finance in Continuous Time: A Primer. He was the end-user columnist in Risk Magazine for 4 years. David completed his PhD in Managerial Economics/Finance from Northwestern University in 1988, and his BA in Economics from Northwestern in 1982.

"About this title" may belong to another edition of this title.

Store Description

Moe's Books has been selling new, used, and antiquarian books for over fifty years. Our store has four floors, a separate rare book room, and over 300,000 books. We are located in the heart of Berkeley, four blocks from the University of California campus on historic Telegraph Avenue. Please check out website for more information about the store and our event information. We have many of our readings available as free audio downloads. You can also contact us with want lists or questions about our inventory.

Visit Seller's Storefront

Terms of Sale:

Books may be returned only if not as described.


Shipping Terms:

Orders usually ship within 2 business days. Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or over-sized, we may contact you to let you know that extra shipping is required. International shipping rates are based on the book being able to be shipped via Global Priority. Over-sized or heavy books to be shipped by air mail will require additional postage. Additional postage is quoted at cost.

List this Seller's Books

Payment Methods
accepted by seller

Visa Mastercard American Express