Interest Rate Risk Modeling: The Fixed Income Valuation Course – Nawalkha, Soto, Beliaeva

Level: Basic+ Major Topics: T11, T15 Minor Topics: T12, T23, T26, T32

Fixed Income Securities: Tools for Today’s Markets - Tuckman

Level: Basic+ Major Topics: T11 Minor Topics: T12, T22, T42

The Handbook of Fixed Income Securities - Fabozzi

Level: Basic+ Major Topics: T12, T15 Minor Topics: T11, T14, T22, T26, T31, T34, T41, T42, T43

Dynamic Term Structure Modeling: The Fixed Income Valuation Course - Nawalkha, Beliaeva, Soto

Level: Intermediate Major Topics: T22, T21, T23 Minor Topics: T11, T12, T32, T33

Interest Rate Models - Theory and Practice, with Smile, Inflation, and Credit - Brigo, Mercurio

Level: Advanced Major Topics: T23, T21, T22, T24, T32 Minor Topics: T11, T12, T31, T33

Modern Pricing of Interest Rate Derivatives - Rebonato

Level: Intermediate Major Topics: T23, T21 Minor Topics: T24

Fundamentals of Corporate Credit Analysis – Ganguin, Bilardello

Level: Basic Major Topics: T31 Minor Topics: T34, T35, T38

Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms – Saunders, Allen

Level: Basic+ Major Topics: T32, T37 Minor Topics: T31, T33, T38

Credit Risk Modeling using Excel and VBA - Loeffler, Posch

Level: Intermediate+ Major Topics: T31, T32, T36, T37 Minor Topics: T33, T38, T44

Credit Risk and Return Modeling: The Fixed Income Valuation Course – Nawalkha, Beliaeva, Soto

Level: Intermediate Major Topics: T32, T31, T33 Minor Topics: T34, T37, T38, T44

An Introduction to Credit Risk Modeling - Bluhm, Overbeck, Wagner

Level: Intermediate+ Major Topics: T31, T32, T33 Minor Topics: T36, T37, T38, T44

The Credit Default Swap Basis - Choudhry

Level: Basic+ Major Topics: T33 Minor Topics:

Recovery Risk: The Next Challenge in Credit Risk Management - Altman, Resti, Sironi

Level: Basic+ Major Topics: T31 Minor Topics: T32, T36, T38

Credit Risk: Pricing, Measurement, and Management - Duffie, Singleton

Level: Intermediate+ Major Topics: T31, T32, T33, T36 Minor Topics: T34, T37, T44

CreditRisk+ in the Banking Industry - Gundlach, Lehrbass

Level: Advanced Major Topics: T31, T36, T37 Minor Topics: T33, T43, T44

Credit Ratings, Methodologies, Rationale and Default Risk - Ong

Level: Basic+ Major Topics: T31, T38 Minor Topics: T32, T37, T44

Managing Bank Risk: An Introduction to Broad-Base Credit Engineering - Glantz

Level: Basic+ Major Topics: T31, T32, T37 Minor Topics: T33, T38

Credit: The Complete Guide to Pricing, Hedging and Risk Management - Arvanitis, Gregory

Level: Intermediate+ Major Topics: T31, T32, T33, T37 Minor Topics: T22, T35, T36, T44

The Handbook of Loan Syndications and Trading - Lsta, Sansone

Level: Basic Major Topics: T31 Minor Topics: T37, T44

Sovereign Default Risk Valuation: Implications of Debt Crises and Bond Restructurings - Andritzky

Level: Intermediate Major Topics: T17, T34 Minor Topics: T11, T31, T32, T33, T35, T36

Liquidity Risk Measurement and Management: A Practitioner’s Guide to Global Best Practices - Matz, Neu

Level: Basic+ Major Topics: T35 Minor Topics: T12

Credit Risk Models and the Basel Accords - Deventer, Imai

Level: Intermediate Major Topics: T38 Minor Topics: T31, T32, T33, T36, T44

The Basel II Risk Parameters: Estimation, Validation, and Stress Testing - Engelmann, Rauhmeier

Level: Intermediate Major Topics: T36, T38 Minor Topics: T27, T31, T32, T35, T41, T46

Understanding Credit Derivatives and Related Instruments - Bomfim

Level: Intermediate Major Topics: T33 Minor Topics: T31, T32, T36, T37, T38, T41, T43, T44, T45

Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments - Chacko, Sjöman, Motohashi, Dessain

Level: Intermediate Major Topics: T32, T33 Minor Topics: T44

Credit Derivatives and Structured Credit: A Guide for Investors - Bruyere, Cont, Copinot, Fery

Level: Intermediate Major Topics: T33, T38, T44 Minor Topics: T31, T32, T41

Securitization: The Financial Instrument of the Future - Kothari

Level: Basic Major Topics: T41, T42, T43, T44 Minor Topics: T33, T45, T46

The Handbook of Structured Finance –Servigny, Jobst

Level: Intermediate Major Topics: T44 Minor Topics: T31, T32, T33, T41, T42, T43, T45, T46

Structured Finance Modeling With Object-oriented VBA – Tick

Level: Intermediate Major Topics: T41 Minor Topics: T42, T43, T44, T45, T49