Managing credit risk :  the great challenge for global financial markets / 
John B. Caouette ... [et al.]. 
 - 2nd ed. 
 - xxvi, 627 páginas :  ilustraciones 
 - Wiley finance series .
<br/><br/> Rev. ed. of: Managing credit risk / John B. Caouette, Edward I. Altman, Paul Narayanan. c1998. 
<br/><br/>Incluye bibliografía. 
<br/><br/>Credit risk: the great challenge for the global economy -- Credit culture -- Classic industry players: banks, savings institutions, insurance: companies, finance companies, and special purpose entities -- The portfolio managers: investment managers, mutual funds, pension funds, and hedge funds -- Structural hubs: clearinghouses, derivative product companies, and exchanges -- The rating agencies -- Classic credit analysis -- Asset-based lending and lease finance -- Introduction to credit risk models -- Credit risk models based upon accounting data and market values -- Corporate credit risk models based on stock price -- Consumer finance models -- Credit models for small business, real estate, and financial institutions -- Testing and implementation of credit risk models -- About corporate default rates -- Default recovery rates and LGD in credit risk modeling and practice -- Credit risk migration -- Introduction to portfolio approaches -- Economic capital and capital allocation -- Application of portfolio approaches -- Credit derivatives -- Counterparty risk -- Country risk models -- Structured finance -- New markets, new players, new ways to play -- Market chaos and a reversion to the mean: the rediscovery of culture as a credit risk management tool. 
<br/><br/><label>ISBN: </label>0470118725 9780470118726 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Administración de créditos.<br/>Administración de riesgos.<br/>Derivados financieros.
<br/><br/><label>Dewey Class. No.: </label>332.7  / M266 2008