Credit Risk Modelling - The Cutting-edge Collection Technical Papers Published in Risk 1999-2003
Released on: September 10, 2007, 9:39 pm
Press Release Author: Bharat Book Bureau
Industry: Financial
Press Release Summary: A unique volume that brings together the most innovative and instrumental papers on credit risk modelling to reflect the major developments to date.
Press Release Body: Bharat Book Bureau, a leading market information distributor has tabled a report Credit Risk Modelling: The Cutting-edge Collection Technical Papers Published in Risk 1999-2003 http://www.bharatbook.com/detail.asp?id=5426 A unique volume that brings together the most innovative and instrumental papers on credit risk modelling to reflect the major developments to date. This volume also focuses on the influences that are currently shaping the industry. • Designed in order for readers to easily familiarise themselves with all the leading authorities, ideas and techniques used in today\'s business • The papers are subdivided into easy-reference sections that include credit portfolio modelling and measurement; credit derivatives; default models and prediction; credit risk modelling in relation to Basel II • Introduced by Michael Gordy, who illustrates the significance that each chapter has on modern credit practice • Allows the reader to compare and contrast two different philosophies in credit risk modelling - \"structural models\" and \"reduced-form models\" • Covers the statistical and financial tools that lie behind credit risk theory and management in addition to offering a comprehensive treatment of the pricing of credit derivatives, including credit swaps and CDOs • Includes detailed analysis on the basic parameters that dominate credit risk modelling, such as default probabilities, credit ratings, rating transitions and recovery rates
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