Credit Risk: Models and Management

David Shimko

ISBN 10: 1904339212 / ISBN 13: 9781904339212

Published by Risk Books, 2004

About this Item

This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1650grams, ISBN:9781904339212.

Seller Inventory # 5825629

Bibliographic Details

• Title: Credit Risk: Models and Management
• Publisher: Risk Books
• Publication Date: 2004
• Language: English
• ISBN 10: 1904339212
• ISBN 13: 9781904339212
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: Poor
• Weight: 1650 grams
• Seller catalogs:
  • Business

About this title

Synopsis

Building upon the seminal work established in the first best selling edition, this fully revised multi-author reference collection brings you up-to date with a complete and cohesive examination on the latest techniques for credit risk assessment and management.

Contains 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.

Utilises statistical evidence backed by astute commentary to provide a modern and relevant explanation on all the various elements of credit risk.

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
-Practitioners' Tools to Managing Credit Risk

Indispensable to those who are involved or must deal with credit risk at any level.

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.