The Standard & Poor's Guide to Measuring and Managing Credit Risk
Arnaud de Servigny, Oliver Renault
Language: English
Published by McGraw-Hill, 2004
- Softcover
- Used
Seller: Librería Pérez Galdós, Madrid, M, SpainLibrería Pérez Galdós
AbeBooks seller since February 16, 2001
Condition: Used
US$ 39.47
Quantity: 1 available
Add to basketItem description from seller
Seller Inventory # 02247823
- Title
- The Standard & Poor's Guide to Measuring and Managing Credit Risk
- Author
- Arnaud de Servigny, Oliver Renault
- Publisher
- McGraw-Hill
- Publication year
- 2004
- Condition
- leido
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0071417559
- ISBN 13
- 9780071417556
Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environment
Measuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful, proven program for understanding and controlling your firm’s credit risk. Providing hands-on answers on practical topics from capital management to correlations, and supporting its theories with up-to-the-minute data and insights, this authoritative book examines every key aspect of credit risk, including:
- Determinants of credit risk and pricing/spread implications
- Quantitative models for moving beyond Altman’s Z score to separate “good” borrowers from “bad”
- Key determinants of loss given default, and potential links between recovery rates and probabilities of default
- Measures of dependency including linear correlation, and the impact of correlation on portfolio losses
- A detailed review of five of today’s most popular portfolio models―CreditMetrics, CreditPortfolioView, Portfolio Risk Tracker, CreditRisk+, and Portfolio Manager
- How credit risk is reflected in the prices and yields of individual securities
- How derivatives and securitization instruments can be used to transfer and repackage credit risk
Today’s credit risk measurement and management tools and techniques provide organizations with dramatically improved strength and flexibility, not only in mitigating risk but also in improving overall financial performance. Measuring and Managing Credit Risk introduces and explores each of these tools, along with the rapidly evolving global credit environment, to provide bankers and other financial decision-makers with the know-how to avoid excessive credit risk where possible―and mitigate it when necessary.
"Synopsis" may belong to another edition of this title.
About the Author
Arnaud de Servigny, Ph.D., is the head of Quantitative Analytics for Standard & Poor's. A popular speaker at conferences and seminars throughout Europe, de Servigny is the author of a number of books and articles on finance and credit risk.
Olivier Renault, Ph.D., works in portfolio modeling in the quantitative analytics and products team for Standard & Poor's Risk Solutions. Prior to joining Standard and Poor's, Olivier was a lecturer on finance at the London School of Economics where he taught derivatives and risk.
"About the title" may belong to another edition of this title.
Librería Pérez Galdós
Madrid, M, Spain
AbeBooks seller since February 16, 2001
Shipping rates from Spain to U.S.A.
| Item | 25 to 35 business days | 12 to 20 business days |
|---|---|---|
| First item | US$ 52.26 | US$ 63.87 |
Payment methods
Store description
Specialty
calle hortaleza 5, Spanish Civil War, libreria perezgaldos Franco's dictatorship, Toros, Manuel AzañaSeller's business information
Librería Pérez Galdós
M, Spain
Terms of sale
.
En caso de libros antiguos el estado de los libros es aceptable, salvo que se
indique otra cosa.
Se servirán por riguroso orden de recepción de pedidos.
Los pedidos se sirven por correo postal o por envío express (Precios hasta 500
gr.)
 Cualquier artículo que no corresponda con su descripción podrá ser devuelto en
un plazo de 7 días. En caso de reclamación razonable, se decidirá en favor del
cliente.
 Los libros que se describen con huellas de parásitos, han sido tratados con
los productos apropiados.
 Formas de pago:
 Tarjeta de crédito: Rellenando las casillas (nº de tarjeta y fecha de
caducidad) que para este fin existen en el formulario de compra. De esta manera
se realiza el cobro automáticamente sin que nadie tenga acceso a sus datos, ya
que llegan cifrados directamente al banco. Sólo admitimos las siguientes
tarjetas: VISA, EUROCARD y MASTERCARD
 Giro postal.
 Reembolso: Sólo en España.
 Transferencia bancaria (pidanos los datos)
ENGLISH
 The copies are in good condition unless otherwise stated.
 If only one copy of an item is available, requests will be dealt with in
chronological order
 The orders are sent by postal mail against reimbursement of the amount plus
shipping charges.
The orders will be sent by normal mail or priority shipping (Rates for shipping
under 500 gms.)
 Any article that doesn't correspond with its description can be returned
within 7 days of receipt of shipment . In case of any claims, we will always
decide in your favour.
 Some books are described as having traces of parasite. They will have been
cleaned with an appropriate chemical product.
 Payment Methods:
 Credit card:
The information you enter in our purchase form will be encrypted (card number
and expiry date, etc), automatically guaranteeing safety through a secure
server.
We only accept: VISA, EUROCARD, MASTERCARD
 Money Order.
 Bank Transfer: (please ask us for our bank details)
 By refund (Spain Only)
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 oversized, we may contact
you to let you know extra shipping is required.-