{"product_id":"the-standard-poors-guide-to-measuring-and-managing-credit-risk","title":"The Standard \u0026 Poor's Guide to Measuring and Managing Credit Risk","description":"\u003cp\u003eTodays most complete  up-to-date reference for controlling credit risk exposure of all types  in every environment Measuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful  proven program for understanding and controlling your firms credit risk. Providing hands-on answers on practical topics from capital management to correlations  and supporting its theories with up-to-the-minute data and insights  this authoritative book examines every key aspect of credit risk  including: Determinants of credit risk and pricing\/spread implications Quantitative models for moving beyond Altmans Z score to separate good borrowers from bad Key determinants of loss given default  and potential links between recovery rates and probabilities of default Measures of dependency including linear correlation  and the impact of correlation on portfolio losses A detailed review of five of todays most popular portfolio modelsCreditMetrics  CreditPortfolioView  Portfolio Risk Tracker  CreditRisk  and Portfolio Manager How credit risk is reflected in the prices and yields of individual securities How derivatives and securitization instruments can be used to transfer and repackage credit risk Todays credit risk measurement and management tools and techniques provide organizations with dramatically improved strength and flexibility  not only in mitigating risk but also in improving overall financial performance. Measuring and Managing Credit Risk introduces and explores each of these tools  along with the rapidly evolving global credit environment  to provide bankers and other financial decision-makers with the know-how to avoid excessive credit risk where possibleand mitigate it when necessary.\u003c\/p\u003e","brand":"My Store","offers":[{"title":"Default Title","offer_id":44956673769525,"sku":"ByrdShop_0071417559","price":58.53,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0627\/8139\/0901\/files\/9780071417556.jpg?v=1770322106","url":"https:\/\/atxbooks.com\/products\/the-standard-poors-guide-to-measuring-and-managing-credit-risk","provider":"ATX Books","version":"1.0","type":"link"}