Книги
Managing Credit Risk
Книги
Managing Credit Risk
Chorafas, D.N. Managing Credit Risk. Vol. 1. Analysing, rating and pricing the probability of default / D.N. Chorafas. — London : Euromoney Books, 2000. — 230 p.. — . Управление кредитными рисками. Т. 1: Анализ, рейтинг и оценка вероятности наступления дефолта.. — 5912.00 р.
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This book examines best and worst practice in the evaluation and management of credit risk, analysing how credit risk is connected to market risk through trigger events. It is the first of a two volume set which discusses the different techniques that can be used to quantify and optimise credit risk management, evaluating their uses, limitations and solutions.
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- 1. Chorafas, D.N. Managing Credit Risk / D.N. Chorafas. — London : Euromoney Books, 2000. — 224 p.
- 2. Chorafas, D.N. Globales Risikomanagement in Finanzinstitutionen / D.N. Chorafas. — Wiesbaden : Gabler, 1992. — 498 p.
- 3. Chorafas, D.N. Derivative Financial Instruments / D.N. Chorafas. — Dublin : Lafferty Publications Ltd, 1995. — 254 p.
- 4. Guide to the European Rating Market: Overview over the Market, its Players and the Legal Framework / Ratingplatform. — copy for Central Bank of Russia, date of draft September 17th, 2014. — Vienna : Ratingplatform, 2014. — 78 с.
- 5. Caouette, J.B. Managing Credit Risk / J.B. Caouette, E.I. Altman, P. Narayanan. — New York : J.Wiley & Sons, 1998. — 452 p.
- 6. L'Anson, K. Bank and Country Risk Analysis / K. L'Anson, A. Fight, P. Vandenbroucke. — London : Euromoney Institutional Investor PLC, Б.г.. — 50 p.
- 7. The European Rating Market Report 2013: Profiles, Rating Activity and Perfomance of Rating Agencies / Ratingplatform. — copy of report for Central Bank of Russia, date of draft September 17th, 2013. — Vienna : Ratingplatform, 2013. — 175 с.
- 8. Coyle, B. Measuring Credit Risk / B. Coyle. — Chicago : Glenlake Publishing Company, Ltd, 2000. — 132 p.
- 9. l'Anson, K. Bank and Country Risk Analysis / K. l'Anson, A. Fight, P. Vandenbroucke. — London : Euromoney Institutional Investor PLC, Б.г.. — 38 p.
- 10. Donaldson, T.H. Credit Risk and Exposure in Securitization and Transactions / T.H. Donaldson. — New York : St.Martin's Press, 1989. — 174 p.
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