Credit risk measurement : new approaches to value at risk and other paradigms / Anthony Saunders, Linda Allen.

The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now...

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Bibliographic Details

Online Access:	Full Text (via EBSCO)
Main Author:	Saunders, Anthony, 1949-
Other Authors:	Allen, Linda, 1954-
Format:	eBook
Language:	English
Published:	New York : John Wiley, ©2002.
Edition:	2nd ed.
Series:	Wiley finance series.
Subjects:	Bank loans. Bank management. Credit > Management. Risk management.