The Foundations of Credit Risk Analysis

Lucas Bernard

ISBN 10: 1847201482 / ISBN 13: 9781847201485

Published by Edward Elgar Publishing Ltd, GB, 2007

About this Item

The explosive growth of the credit risk industry is symbolic not only of the rapid expansion of finance into new and global markets, but is also representative of a widespread shift. The securitization of risk and, in particular, its transfer through the resulting credit derivatives, has dramatically changed the ways in which both the world economy and the finance industry work. This authoritative collection of key papers provides an overview of the subject from its beginnings through to current scholarship in this area. While the experienced investigator will find this anthology a convenient collection of essential papers, the student new to the field will be quickly taken to the front lines of research. Consequently, this collection will be of interest to historians, researchers, and students.

Seller Inventory # LU-9781847201485

Bibliographic Details

• Title: The Foundations of Credit Risk Analysis
• Publisher: Edward Elgar Publishing Ltd, GB
• Publication Date: 2007
• Language: English
• ISBN 10: 1847201482
• ISBN 13: 9781847201485
• Binding: Hardback
• Condition: New

About this title

Synopsis

The explosive growth of the credit risk industry is symbolic not only of the rapid expansion of finance into new and global markets, but is also representative of a widespread shift. The securitization of risk and, in particular, its transfer through the resulting credit derivatives, has dramatically changed the ways in which both the world economy and the finance industry work.

This authoritative collection of key papers provides an overview of the subject from its beginnings through to current scholarship in this area. While the experienced investigator will find this anthology a convenient collection of essential papers, the student new to the field will be quickly taken to the front lines of research. Consequently, this collection will be of interest to historians, researchers, and students.

About the Author

Lucas Bernard is a Professor of Business at The New York City College of Technology, The City University of New York (CUNY).

Willi Semmler is the Henry Arnhold Professor of Economics at The New School for Social Research (NSSR).