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Board index » T3. MODELS OF CREDIT RISK AND OTHER RISKS

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Forum		Topics	Posts	Last post

	T31. Default Probability, Recovery Risk, Ratings, and Transition Matrices	0	0	No posts
	T32. Models of Credit Risk for Valuing Default-Prone Bonds	1	2	Thu Jul 10, 2008 8:16 pm jimf
	T33. Valuation of Credit Derivatives	0	0	No posts
	T39. Other Issues	1	3	Thu Jul 10, 2008 10:12 pm jimf
Book Forums
	Fundamentals of Corporate Credit Analysis (Ganguin, Bilardello)	0	0	No posts
	Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms (Saunders, Allen)	0	0	No posts
	Credit Risk Modeling using Excel and VBA (Loeffler, Posch)	0	0	No posts
	Credit Risk and Return Modeling: The Fixed Income Valuation Course (Nawalkha)	0	0	No posts
	An Introduction to Credit Risk Modeling (Bluhm, Overbeck, Wagner)	0	0	No posts
	The Credit Default Swap Basis (Choudhry)	0	0	No posts
	Recovery Risk: The Next Challenge in Credit Risk Management (Altman, Resti, Sironi)	0	0	No posts
	Credit Risk: Pricing, Measurement, and Management (Duffie, Singleton)	0	0	No posts
	CreditRisk+ in the Banking Industry (Gundlach, Lehrbass)	0	0	No posts
	Credit Ratings, Methodologies, Rationale and Default Risk (Ong)	0	0	No posts
	Managing Bank Risk: An Introduction to Broad-Base Credit Engineering (Glantz)	0	0	No posts
	Credit: The Complete Guide to Pricing, Hedging and Risk Management (Arvanitis, Gregory)	0	0	No posts
	The Handbook of Loan Syndications and Trading (Lsta, Sansone)	0	0	No posts
	Sovereign Default Risk Valuation: Implications of Debt Crises and Bond Restructurings (Andritzky)	0	0	No posts
	Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices (Matz, Neu)	0	0	No posts
	Credit Risk Models and the Basel Accords (Deventer, Imai)	0	0	No posts
	The Basel II Risk Parameters: Estimation, Validation, and Stress Testing (Engelmann, Rauhmeier)	0	0	No posts
	Understanding Credit Derivatives and Related Instruments (Bomfim)	0	0	No posts
	Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (Chacko, Sjöman, Motohashi, Dessain)	0	0	No posts
	Credit Derivatives and Structured Credit: A Guide for Investors (Bruyere, Cont, Copinot, Fery)	0	0	No posts

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