Buy Textbooks  |  Rent Textbooks  |  Sell Textbooks  |  eTextbooks
Help  |  Questions? 1-877-292-6442
Hello, Sign In
Your Account
0

Credit Risk Measurement - 2nd edition

Credit Risk Measurement (ISBN10: 047121910X; ISBN13: 9780471219101)
ISBN13: 978-0471219101
ISBN10: 047121910X

Summary: Praise for Credit Risk Measurement
New Approaches to Value at Risk and Other Paradigms
Second Edition "Saunders and Allen provide practitioners a comprehensive picture of the tools available for the notoriously difficult task of quantifying credit risk. Without neglecting the underlying theory, they zero in on the actual technologies being employed, offering unbiased views of their comparative strengths and limitations."
–Martin Fridson, Chief High Yield St
rategist, Merrill Lynch & Co. "Nowhere else can be found such a clear and rigorous presentation of the newest models, both original and second-generation, for analyzing stand-alone and portfolio credit asset risk models. This is a must read for any practitioner or scholar interested in applying or testing the latest entries in the credit risk modeling challenge or for attempting to build and test new approaches."
–Edward I. Altman, Max L. Heine Professor of Finance, NYU Stern School of Business "A great introduction to the issues and concepts of credit risk management. The first edition offered a remarkably clear, ‘big picture’ perspective. This edition expands and updates the topics covered."
–Mark Flannery, BankAmerica Eminent Scholar in Finance, University of Florida "Measuring credit risk accurately has become increasingly important as economies almost worldwide have slowed with an accompanying increase in defaults and default losses. At the same time, the widespread controversies surrounding the proposed changes in the Basel risk weights for bank credit risk exposures have highlighted the complexity of such computations. The second edition of this book makes a timely contribution in describing both the theory underlying credit risk measurement and the alternative approaches for estimating risk exposures empirically. The book should be read by bankers and credit analysts, as well as by bank supervisors and policymakers involved in bank risk regulation."
–George Kaufman, John F. Smith Jr. Professor of Finance and Economics
Loyola University Chicago "Since the welcome appearance of the first edition of Credit Risk Measurement in 1999, readers from academia as well as the workaday world of finance have benefited from its sweeping overview of the topic and detailed ‘how-to’ analysis. It is thus reassuring that bankers, insurers, professors, and students alike can again rely on Professors Saunders and Allen for their cogent update of this survival manual. It is now, more than ever, a ‘must read.’"
–Manuel Sebastiao, Member of the Board, Bank of Portugal
...show more
Summary: Praise for Credit Risk Measurement
New Approaches to Value at Risk and Other Paradigms
Second Edition "Saunders and Allen provide practitioners a comprehensive picture of the tools available for the notoriously difficult task of quantifying credit risk. Without neglecting the underlying theory, they zero in on the actual technologies being employed, offering unbiased views of their comparative strengths and limitations."
–Martin Fridson, Chief High Yield Strategist, Merrill Lynch & Co. "Nowhere else can be found such a clear and rigorous presentation of the newest models, both original and second-generation, for analyzing stand-alone and portfolio credit asset risk models. This is a must read for any practitioner or scholar interested in applying or testing the latest entries in the credit risk modeling challenge or for attempting to build and test new approaches."
–Edward I. Altman, Max L. Heine Professor of Finance, NYU Stern School of Business "A great introduction to the issues and concepts of credit risk management. The first edition offered a remarkably clear, ‘big picture’ perspective. This edition expands and updates the topics covered."
–Mark Flannery, BankAmerica Eminent Scholar in Finance, University of Florida "Measuring credit risk accurately has become increasingly important as economies almost worldwide have slowed with an accompanying increase in defaults and default losses. At the same time, the widespread controversies surrounding the proposed changes in the Basel risk weights for bank credit risk exposures have highlighted the complexity of such computations. The second edition of this book makes a timely contribution in describing both the theory underlying credit risk measurement and the alternative approaches for estimating risk exposures empirically. The book should be read by bankers and credit analysts, as well as by bank supervisors and policymakers involved in bank risk regulation."
–George Kaufman, John F. Smith Jr. Professor of Finance and Economics
Loyola University Chicago "Since the welcome appearance of the first edition of Credit Risk Measurement in 1999, readers from academia as well as the workaday world of finance have benefited from its sweeping overview of the topic and detailed ‘how-to’ analysis. It is thus reassuring that bankers, insurers, professors, and students alike can again rely on Professors Saunders and Allen for their cogent update of this survival manual. It is now, more than ever, a ‘must read.’"
–Manuel Sebastiao, Member of the Board, Bank of Portugal ...show less

Edition/Copyright: 2ND 02
Cover: Hardcover
Publisher: John Wiley & Sons, Inc.
Published: 03/15/2002
International: No

View Sample Chapter
View Table of Contents



List Price: $95.00
Used  Currently Sold Out
New  Currently Sold Out
Rental $53.49
Due back 12/18/2015
Rental
Save $41.51 (44%)
  • Free return shipping
  • In stock
  • 21-day satisfaction guarantee
CDs or access codes may not be included
Marketplace sellers starting at $35.21

9 more offers below.

The Marketplace on Textbooks.com
Additional Sellers for Credit Risk Measurement
Just for you, we curate a growing list of independent booksellers, giving you even MORE choices when shopping for your textbooks.
Keep in mind: Marketplace orders do NOT qualify for free shipping. More about the MarketplaceMore about the Marketplace

Filter by:   All (9)  |  New (6)  |  Like New (1)  |  Very Good (1)  |  Good (1)

Price
 
Condition
Seller
Comments
$52.33
+$3.99 s/h
Add marketplace to your cart
New
Barnes & Noble.com
Various Shipping Locations, USA
Seller Rating: 5
Brand new, ships from the closest shipping location to your shipping address!
$35.21
+$3.99 s/h
Add marketplace to your cart
VeryGood
Books Revisited
Chatham, NJ
Seller Rating: 4.4
Very good.
$40.77
+$3.99 s/h
Add marketplace to your cart
New
Irish Booksellers
Rumford, ME
Seller Rating: 0
New York, NY 2002 Hard cover 2nd ed. New. Sewn binding. Cloth over boards. With dust jacket. 336 p. Contains: Unspecified, Illustrations, black & white.
$51.50
+$3.99 s/h
Add marketplace to your cart
LikeNew
Books Revisited
Chatham, NJ
Seller Rating: 4.4
As new.
$65.95
+$3.99 s/h
Add marketplace to your cart
New
bargainforce
Chicago, IL
Seller Rating: 3.6
No comments from the seller
$66.99
+$3.99 s/h
Add marketplace to your cart
Good
SUPER BOOKS
Fort Mill, SC
Seller Rating: 3.9
Buy with Confidence. Excellent Customer Support. We ship from multiple US locations. No CD, DVD or Access Code Included.
$67.79
+$3.99 s/h
Add marketplace to your cart
New
Firehouse Liquidation
Vancouver, WA
Seller Rating: 4.2
Ships next business day! Brand New!
$71.24
+$3.99 s/h
Add marketplace to your cart
New
GreatBookPrices
Batavia, IL
Seller Rating: 4.1
Brand New, Perfect Condition, Please allow 4-14 business days for delivery. 100% Money Back Guarantee, Over 1,000,000 customers served.
$73.49
+$3.99 s/h
Add marketplace to your cart
New
Books Revisited
Chatham, NJ
Seller Rating: 4.4
Brand New Item.
Page:   1  
Close
Close
Close