Measuring and Managing Credit Risk (Standard & Poor's Press) and over one million other books are available for Amazon Kindle. Learn more
CDN$ 50.37
  • List Price: CDN$ 79.95
  • You Save: CDN$ 29.58 (37%)
Only 2 left in stock (more on the way).
Ships from and sold by Amazon.ca.
Gift-wrap available.
Quantity:1
Add to Cart
Have one to sell?
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more
See all 2 images

Measuring and Managing Credit Risk Hardcover – Apr 14 2004


See all 2 formats and editions Hide other formats and editions
Amazon Price New from Used from
Kindle Edition
"Please retry"
Hardcover
"Please retry"
CDN$ 50.37
CDN$ 44.07 CDN$ 33.81

Join Amazon Student in Canada



Customers Who Bought This Item Also Bought

NO_CONTENT_IN_FEATURE

Product Details

  • Hardcover: 388 pages
  • Publisher: McGraw-Hill; 1 edition (April 14 2004)
  • Language: English
  • ISBN-10: 0071417559
  • ISBN-13: 978-0071417556
  • Product Dimensions: 3.8 x 14.8 x 23.4 cm
  • Shipping Weight: 980 g
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: #354,639 in Books (See Top 100 in Books)


Inside This Book (Learn More)
First Sentence
Most papers, articles, and books on risk management are primarily centered on techniques. Read the first page
Explore More
Concordance
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index
Search inside this book:

Customer Reviews

5.0 out of 5 stars
5 star
1
4 star
0
3 star
0
2 star
0
1 star
0
See the customer review
Share your thoughts with other customers

Most helpful customer reviews

Format: Hardcover
In Measuring and Managing Credit Risk, the authors provided a robust, complete and comprehensive treatment of several aspects of modern credit risk measurement and management. Written by two high talented practitioners, this book will become certainly a reference both for academics and practitioners thanks to its careful treatment of several not so known empirical issues which practitioners have to face everyday. At the same time, do not consider the book as a new recipes book for managing credit risk. Both authors already proved their deep knowledges of financial theory and establish once again, through this book, how advanced knowledges of theory combined with significant practical experience make leading researches. As a PhD candidate in Finance, actually writing on credit risk, I definitively adopted this book and higly recommend it for anyone dealing with credit risk issues either through a practical experience or through a theoritical work.
Was this review helpful to you? Yes No Sending feedback...
Thank you for your feedback. If this review is inappropriate, please let us know.
Sorry, we failed to record your vote. Please try again.

Most Helpful Customer Reviews on Amazon.com (beta)

Amazon.com: 6 reviews
17 of 19 people found the following review helpful
a complete, robust and comprehensive valuable resource! June 16 2004
By "phdreader" - Published on Amazon.com
Format: Hardcover
In Measuring and Managing Credit Risk, the authors provided a robust, complete and comprehensive treatment of several aspects of modern credit risk measurement and management. Written by two high talented practitioners, this book will become certainly a reference both for academics and practitioners thanks to its careful treatment of several not so known empirical issues which practitioners have to face everyday. At the same time, do not consider the book as a new recipes book for managing credit risk. Both authors already proved their deep knowledges of financial theory and establish once again, through this book, how advanced knowledges of theory combined with significant practical experience make leading researches. As a PhD candidate in Finance, actually writing on credit risk, I definitively adopted this book and higly recommend it for anyone dealing with credit risk issues either through a practical experience or through a theoritical work.
15 of 19 people found the following review helpful
Most Appropriate for Basel II Sept. 7 2005
By Krishna Kumar - Published on Amazon.com
Format: Hardcover
If you are Banker/Banking Consultant then this book is the closest you will get to understanding Credit Risk from a Basel II perspective. Its clear & lucid style helped me understand the gamut of techniques used in Credit Risk Measurement. Unfortunately the Book does not get into the details of bulinding models so if your looking for a model building cookbook, look elsewhere.
1 of 1 people found the following review helpful
Much more details desired July 22 2013
By Chencheng Qiu - Published on Amazon.com
Format: Hardcover
Only read chapter 3 "Default Risk: Quantitative Methodologies" as part of FRM curriculum - so the comments below are only limited to that.

The text was not clearly written. The x-axis ans y-axis of many charts are left for readers to guess themselves. Some typos make it confusing. The book is not for you if you want to understand the details and start following some of these quantitative methods. May have some value for a survey of the area of credit risk measurement and management.
1 of 1 people found the following review helpful
Very good book on credit risk Nov. 5 2012
By George - Published on Amazon.com
Format: Hardcover
It is a very thorough yet not overloading book. It is more about the essence of credit risk rather than about regulation Although there is a part on regulation, some parts of it are outdated as it supposed to be - regulation is changing. The essence stays the same.

Authors achieved a very good balance between mathematical and descriptive parts. Some heavy math is put in Appendices, which makes it really easy to read the book while choosing where you want to go into depth.
Summaries and side-by-side comparisons of different models are just wonderful.
Correlations issues are properly addressed.

This book was and is a great help to me.
A must read for anyone working in the Credit Risk environment Jan. 29 2014
By isaac mtshali - Published on Amazon.com
Format: Kindle Edition Verified Purchase
Like the other book from the same Publishers (Standard & Poors) titled "The fundamentals of Corporate Credit Analysis, this one is the reservoir of credit risk knowledge. I benefited a great deal reading it. My credit risk analysis skills have improved as a results. It is rich in technical credit skills, and if the reader assimilate these, he/ she can begin to function at a much higher level, and make sense at various meetings where credit risk related issues are being discussed.

I recommend it

Product Images from Customers

Search


Feedback