CREDIT RISK MANAGEMENT - A PRACTITIONER'S GUIDE

Credit Risk Management - A Practioner's guide seeks to equip risk managers with the necessary tools, techniques and know-how that will enable them to effectively manage credit risks in the course of their work. The book covers the following; An overview of Credit Risk The Basel Accords - A thorough review of Basel II and Basel III Approaches to Credit Risk - The Standardized approach and Internal Ratings based approaches Determining the Probability of Default using discriminant analysis External Credit Ratings -Interpretation and applications Derivatives in Credit Risk And more. It is a must have for every risk manager.