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Managing Credit Risk Book

Managing Credit Risk
Managing Credit Risk, Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide ra, Managing Credit Risk has a rating of 3 stars
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Managing Credit Risk, Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide ra, Managing Credit Risk
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  • Managing Credit Risk
  • Written by author Ramaswamy
  • Published by Wiley, John & Sons, Incorporated, November 2003
  • Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide ra
  • Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wid
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Book Categories

Authors

Foreword
Preface
Ch. 1Introduction1
Ch. 2Mathematical Preliminaries5
Ch. 3The Corporate Bond Market23
Ch. 4Modeling Market Risk51
Ch. 5Modeling Credit Risk67
Ch. 6Portfolio Credit Risk95
Ch. 7Simulating the Loss Distribution123
Ch. 8Relaxing the Normal Distribution Assumption138
Ch. 9Risk Reporting and Performance Attribution155
Ch. 10Portfolio Optimization177
Ch. 11Structured Credit Products206
Solutions to End-of-chapter Questions237
Index282


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Managing Credit Risk, Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide ra, Managing Credit Risk

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Managing Credit Risk, Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide ra, Managing Credit Risk

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Managing Credit Risk, Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide ra, Managing Credit Risk

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