Credit risk management in and out of the financial crisis: new approaches to value at risk and other paradigms

Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 Credit Crisis and provide solutions for professionals looking to better manage risk through modeling and new technology. The book is completely updated to reflect new regulation stemming from the crisis. The authors provide everything from the implications of new regulation to how the new rules will change everyday activity in the finance industry. They also provide techniques for modeling (credit scoring, structural, and reduced form models), while also offering sound advice for stress testing credit risk models and when to accept or reject loans. Finally, the authors dedicate a new chapter on how to prevent another crisis from occurring again.Dr. Linda Allen (New York, NY) is the Presidential Professor of Finance at the Zicklin School of Business at Baruch College, City University of New York and Adjunct Professor of Finance at the Stern School of Business, New York University. She has been a member of the Standard s Academic Council since its formation in 2004. Professor Allen has published extensively in top academic journals in finance and economics. Dr. Anthony Saunders (New York, NY) is the John M. Schiff Professor of Finance and former Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors, aswell as the Council of Research Advisors for the Federal National Mortgage Association and has been a visiting scholar at the Comptroller of the Currency and at the International Monetary Fund.

• ISBN: 978-0-470-47834-9
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 400
• Fecha Publicación: 12/05/2010
• Nº Volúmenes: 1
• Idioma: Inglés