This book provides practitioners and students with a hands-on introduction to modern credit risk modeling. The authors begin each chapter with an accessible presentation of a given methodology, bef…
The importance of managing credit and credit risks carefully andappropriately cannot be overestimated. The very success or failureof a bank and the banking industry in general may well depend onhow…
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing…
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing…
This book addresses these issues and provides a framework around which a modern credit management process can be built. Written by Sam N. Basu, a distinguished academic and banking professional, an…
In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Prov…
A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provide…
This case covers the period from 2014 to 2020, when DBS embarks on its second strategy under the stewardship of Piyush Gupta. The aim is to become the Best Bank in the World (BBIW) by 2020. The ban…