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978-0-07-141755-6 / 0071417559

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About the book:

This book offers state-of-the-art tools and techniques for controlling credit risk exposure of all types, in every environment. The oldest risk in world financial markets - credit risk - has become a leading source of problems and confusion, not just for bankers and investors but for all finance professionals."The Standard & Poor's Guide to Measuring and Managing Credit Risk" will help you understand every aspect of credit risk, and provide you with today's most up-to-date techniques and models for identifying, measuring, monitoring, and controlling your organization's credit risk exposure. 'de Servigny and Renault have written a valuable reference book on the analytics of credit markets. Theory and data are integrated seamlessly throughout the manuscript. The mathematical treatment is complete, though not overbearing. The economics, pricing, structuring and capital allocation aspects are artfully combined into a coherent whole' - Jamil Baz, Global Head of Fixed Income Research, Deutsche Bank.' This is much more than just a 'how to' book - it is analytically complete in that it looks at the microeconomics of industry structure to understand why credit risks have to be measured and monitored as well as being comprehensive in covering all the different approaches used to monitor and measure credit risk' - Bunt Ghosh, Global Head of Fixed Income Research, Credit Suisse First Boston. 'This extensive work, really clear while dealing with sophisticated methodologies, is right in the heart of today's concerns' - Jean-Pierre Mustier, CEO, SG Corporate and Investment Banking. "de Servigny and Renault provide a comprehensive treatment of all aspects of modern credit risk measurement, management, and mitigation, not only for large corporations but also for retail and small business (with an excellent chapter on credit scoring).This book is an absolute must for both academics and risk professionals, especially those struggling with the implementation of Basel II' - Michel Crouh

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