商家名称 | 信用等级 | 购买信息 | 订购本书 |
Managing Credit Risk: The Great Challenge for Global Financial Markets | |||
Managing Credit Risk: The Great Challenge for Global Financial Markets |
John B. Caouette is the former vice chairman of MBIA Insurance Corporation and is currently Chairman of Channel Capital Group, a European–based credit derivative products company.
Edward I. Altman, PhD, MBA, is the Max L. Heine Professor of Finance at the Stern School of Business, New York University. Previously, he chaired the Stern School′s MBA Program for twelve years. He has been acclaimed as the world′s leading academic on credit risk and distressed and high–yield debt for most of his forty–year career.
Paul Narayanan is Director of Credit Portfolio Analytics at American International Group, Inc. He has been involved with credit risk management for more than two decades and in the development and deployment of analytical solutions for credit issues.
Robert W. J. Nimmo is the former group risk director of Barclays PLC, where he was responsible for all the risk management activities of the group covering credit, market, operational risk, and compliance. He was also the chief risk officer for Wachovia Corporation (20002001) and for Westpac Banking Corporation (19932000).
专业书评
Praise for Managing Credit Risk
"Against a backdrop of radical industry evolution, the authors of Managing Credit Risk provide a concise and practical overview of these dramatic markets and technical developments in a book that has become a standard reference in the field."
Thomas C. Wilson, Chief Insurance Risk Officer, ING Group
"Managing Credit Risk is an outstanding intellectual achievement. The authors have provided investors with a comprehensive view of the state of credit analysis as the implications of the financial engineering revolution become fully revealed."
Martin S. Fridson, CFA, Chief Executive Officer, FridsonVision LLC
"This book provides a comprehensive review of credit risk management that should be compulsory reading for not only those who are responsible for such risk, but also for financial analysts and investors. An important addition to a significant subject."
Brian Ranson, Managing Director, Moody's Analytics
"This book straddles the vast landscape of the credit market, reflecting the major changes in the past decade, namely the commoditization of credit risk by sophisticated players, through the use of synthetic securities, securitization, and the application of advanced quantitative tools. I know of no other book on the subject with as comprehensive a coverage of this fast-growing field."
Sanjiv Das, Professor of Finance, Santa Clara University
"At just the right time, the authors of Managing Credit Risk give us an up-to-date and comprehensive look at the complex, internationally connected world of credit. The author illuminates the subject with depth and delivers it in a writing style that will stimulate rather than dull the brain for what could have been a very dry topic."
Barrett Burns, President and CEO, VantageScore Solutions LLC
"Managing Credit Risk lays out in clear terms the multiple innovations that we have seen in the credit markets including quantitative analysis of both consumer and corporate financing and portfolio management, securitization and structured financing, derivatives, and other tools. The authors, strongly and correctly, maintain that these innovations must be used by all originators and investors in credit assets in the context of a strong credit risk management culture."
Philip Sherman, financial services industry consultant