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008			071119s2008 njua b 001 0 eng
010			_a 2007047647
035			_a(OCoLC)ocn174131663
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020			_a9780470118726 (cloth)
020			_a0470118725 (cloth)
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029	1		_aNZ1 _b12124934
035			_a(OCoLC)174131663
050	1	4	_aHG3751 _b.C32 2008
082	0	0	_a332.7 _222
245	0	0	_aManaging credit risk : _bthe great challenge for global financial markets / _cJohn B. Caouette ... [et al.].
250			_a2nd ed.
260			_aHoboken, N.J. : _bWiley, _cc2008.
300			_axxvi, 627 p. : _bill. ; _c24 cm.
440		0	_aWiley finance series
500			_aRev. ed. of: Managing credit risk / John B. Caouette, Edward I. Altman, Paul Narayanan. c1998.
504			_aIncludes bibliographical references and index.
505	0		_aCredit 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.
650		0	_aCredit _xManagement.
650		0	_aRisk management.
650		0	_aDerivative securities.
700	1		_aCaouette, John B., _d1944-
700	1		_aCaouette, John B., _d1944- _tManaging credit risk.
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0826/2007047647-b.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0826/2007047647-d.html
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy0826/2007047647-t.html
938			_aYBP Library Services _bYANK _n2712975
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